It might be a little silly when overdone (and I admit to overdoing) but there's good sense in warning lights when mowing on the edge of the road or when driving the machine down the street to the neighbors yard.
I agree on looking at Ecco and Code 3. Also, Tractor supply sells an amber dual rotator for $100 or a LED beacon for $50. Sirennet.com and AW Direct sell all kinds of cool stuff to look at including flashers you can wire up to whatever you want. Just search "amber warning light" or something like that and you will find everything from inexpensive items from far off lands to very expensive items intended for plow trucks and wreckers.
The local truckstop will surely have an assortment of lights you can use. The two sided markers used as turn signals on the fenders of big rigs would look good on the ROPS.
In the interest of overdoing, I just bought a Whelen M9 light bar on eBay. It's got 6 strobes, and has 2 work lights on both the front and back. The outfit I bought it from is a place in TX that rebuilds Whelen bars and sells them at a fraction of the price of a new one. It's not exactly cheap, but it'll definitely look a lot better than something I cobble together from stuff from the auto parts store or truck stop. Having the warning lights and work lights integrated into one unit will look nifty.
Have fun but make sure you don't overload the electrical system. I upgraded to the 40 amp alternator on mine just so I can run lots of lights.
LEDs are more efficient, but cost a heck of a lot more than similar halogen or incandescent units.