This is the easiest way possible to add small, bright RGB pixels to your project. These ultra-bright LEDs have a constant-current driver cooked right into the LED package! The pixels are chainable - so you only need 1 pin/wire to control as many LEDs as you like.
These pixels have full 24-bit color ability with PWM taken care of by the controller chip. Since the LED is so bright, you need less current/power to get the effects you want. The driver is constant current so its OK if your battery power changes or fluctuates a little.
Each pixel draws as much as 60mA (all three RGB LEDs on for full brightness white). An Arduino can drive up to 500 pixels at 30 FPS (it will run out of RAM after that). Using ribbon cable you can string these up to 6" apart (after that, you might get power droops and data corruption)
We took Adafruit's Breadboard ready Neopixel and provide them in single packages, and provide header pins you can solder on to experiment with NeoPixel technology on a breadboard.
Checkout Adafruit's Neopixel Arduino library here.
You can also find a vanilla AVR and even ARM driver library code here.
Adafruit also has very extensive documentation about NeoPixels.