If you want to make a robot which has lots of moving parts or if you want to control too many LEDs with PWM outputs, the limited PWM outputs of your microcontroller would be a big problem for you. To overcome this problem, the only thing you should do is to get an Adafruit 16-Channel 12-Bit PWM/Servo Driver.
You can control 16 free-running PWM outputs with Adafruit 16-Channel 12-Bit PWM/Servo Driver using only 2 pins. You can even chain up 62 breakouts to control up to 992PWMoutputs. It's an I2C-controlled PWM driver with a built in clock. That means that, you do not need to continuously send it signal tying up your microcontroller, it is completely free running!
It is 5V compliant, which means you can control it from a 3.3V microcontroller and still safely drive up to 6V outputs. This is good for when you want to control white or blue LEDs with 3.4+ forward voltages. 6 address select pins so you can wire up to 62 of these on a single I2C bus, a total of 992 outputs.
Adafruit 16-Channel 12-bit PWM/Servo Driver - General Specifications
Adjustable frequency PWM up to about 1.6 KHz
12-bit resolution for each output - for servos, that means about 4us resolution at 60Hz update rate
Configurable push-pull or open-drain output
Output enable pin to quickly disable all the outputs
Terminal block for power input
Reverse polarity protection on the terminal block input
Green power-good LED
3 pin connectors in groups of 4 so you can plug in 16 servos at once
A spot to place a big capacitor on the V+ line
220 ohm series resistors on all the output lines to protect them, and to make driving LEDs trivial