It seems the only ones are Blue LED, and even those are rare, what does the 4th pin give me over 3 pins anyway?
The 4-pin ones have a slightly different method of PWM to normal. The 4th pin gets a lower voltage fed to it to use as the lower voltage in the PWM cycle, to avoid having a 12V-0V step. Apparently it avoids any vibration from the fan spinning up, slowing and idling with such a big voltage difference.
What, the vibration? I doubt it, but I can see why it'd be an issue on fans which aren't properly secured. I'd just stick with 3 pin tbh.