No, not all hue lights change colors. Some only have one colour (white) which can only change brightness, there are bulbs that can change color temperature within the white spectrum (white ambiance), then there are the ones that can change to multiple different shades of white and colors (white & color ambiance).
How Do I Find Out If My Hue Light Can Change Colors?
Thankfully Philips Hue has made this very easy.
On the listing/packaging of any hue lights it will either say white, white ambiance, or white & color ambiance.
If it states white then it cannot change color (only brightness), if it states white ambiance it will be able to change to different shades of white only, and then if it states white & color ambiance it will have the capabilities to change different shades of white and multiple different shades of colors.
Did you know: Hue color lights have up to 16 million different color combinations.
Yes, every Philips Hue bulb can be dimmed.
Colours You Can Expect From Each light Type
What Colors you will get from each different type of light.
This type creates a warm white, which is that yellowish color you get from most traditional type bulbs.
This type let's you choose what color temperature within the white spectrum you want. You could choose a traditional warm white, or you could go for a more modern cool white etc..
This type has the white ambiance combined with a huge spectrum of different colors you can choose from white to green to yellow to purple etc to suit any room or create different types of atmospheres within your home.
Advantages & Disadvantageous Of Each Type
White And Color Ambiance
Now that you know that not all Philips Hue lights have the ability to change colors, which ones you choose will come down to several factors, or you could buy a combination of different ones for different rooms/scenarios.
For example you could buy the cheaper ones for your hallway, the white ambiance ones for your bedrooms, and the color ones for your living room as an example.
Whatever you decide is really going to come down to personal preference and what you're trying to achieve with each light.