Hello Skyscraper,
Ditto on the info from Sebrof. I received the paper manual with my unit, and it covers all of your concerns in detail. The lights can easily be turned off, the display can be turned off, the digital output can be turned off, the headphones amp can be turned off, etc. If the blue lights bother you, it is not a deal breaker. They are not stabbingly bright blue, just a nice light glow. I am usually a stickler for such things, but I don't think it affects SQ that much. It just strikes me as a nice asthetic, but for certain turn it off if you desire.
Just a note on the headphone amp, mine is internally turned off. The output impedance is listed as 32 Ohms, which I heard should be one tenth of the input impedance of the headphones used. Thirty two seems awfully high, not sure if that is a typo ( Maybe 3 to 2 Ohms possibly ? ). It shouldn't damage your headphones, but it might make low impedance phones sound sluggish. This presumes that the 32 is a legit measurement. I heard that a separate Marantz headphone amp/ Dac is a killer for driving phones. Give it a shot and let me know how it turns out.