The type of proximity tester you are using is fine for quick checks on conductors and surfaces, but not always reliable. Since they will detect voltage at a short distance, it often gives false positives due to the fact that a hot conductor is close to some other part, such as your canopy. Often an AC voltage will induce a phantom voltage on adjacent metal conductors that your tester will detect.
The only certain way to tell, if in fact you have voltage on your canopy, is to use a Volt meter. Since voltage on a grounded part such as your canopy indicates a short to ground, it should trip your breaker. Regardless, use a meter and test the canopy to the actual ground conductor for any voltage. Also test hot to neutral and neutral to ground.
Another test you can try with your proximity tester is to drop the canopy and move it away from the hot wire. I bet the positive reading will disappear. Try this with the light on and off. If you still get a positive reading with the light off, you may in fact have a short to the casing of the fixture. If the positive is only when the light is on, then check to assure the neutral is not attached directly to the fixture case, as this will cause a positive reading.
Caution is always advised with working with electricity. If you continue to get positive readings or really don't understand the theory of what I have described, then get some help from an electrician to be safe. Good Luck.
What you're looking for is home automation. X10 is probably the most popular technology system for this, but that Wikipedia page lists a number of alternatives.
To address your specific areas of interest:
LED lighting
There may be pre-built solutions out there, but as you're already writing custom software, you may want to look into using something like the Arduino platform to control your lights. Done correctly, you should be able to get the effects you're after. I found a tutorial about how to do a simple LED system that may be useful.
Speaker Control
There are actually a number of systems out there for home media distribution, such as Linux MCE (it took awhile to load that page when I wrote this, but it did load without timing out). You may be able to use one of these, or work some of the code in from one to duplicate the functionality (MCE is open source). The most simple solution is to use small appliance computers that run a very lightweight Linux solution (like MCE) that stream from the base computer. There are actual streaming devices out there, but I'm not sure how well they would integrate into your automation/control software. If you literally just want to run speakers, you'll need multiple sound cards in the base computer to differentiate between the feeds.
Automagical Applicances
This is where the home automation tech comes in. Using something like X10, you have the ability to flip switches, monitor their status, etc. There are appliances out there that will talk some of these languages, allowing you to control them remotely. A quick search turns up an Engadget article pointing out LG Thinq devices that are accessible via WiFi and ZigBee. If you program your software to speak ZigBee, you should be able to integrate these appliances. Given the number of different protocols out there, you'll probably want to find your devices, try to settle on devices that use one protocol, and then write your code to speak that protocol, but you can also work with multiple protocols if you don't mind developing for each. I believe Linux MCE supports a few of those languages, and since it's open source, you can expand it to support whatever you'd like.
Best Answer
Small colored wires like this have an enamel coating that insulates the wire so that it does not short out to other wires or metal objects/surfaces. It is this coating that is making it so that you cannot just twist the wires together to complete the circuit.
The conventional way to rejoin wires of this ilk is to twist and solder. But first it will be necessary to very carefully scrape enamel coating off the surface of the wire using a sharp utility knife blade or safety razor blade.