We have a bit of confusion with the terminology:
"Analog Pins" are the 6 pins labeled A0-A5. They can be used for reading analog signals. They can also be used as digital pins (as they are in all the WaveShield 6-button examples).
Pins labeled 0-13 are known as the "Digital Pins". Pins 3,5,6,9,19 & 11 are also called "PWM pins". You control the PWM pins via "analogWrite", but they are not generally referred to as "analog pins".
So you do have a conflict with the PWM pins. But there are other options for PWM control of LEDs. :)
The 16 channel PWM breakout is controlled with just 2 pins (A4 & A5). http://www.adafruit.com/products/815
We also have RGB LED strands that can be controlled by any 2 pins. http://www.adafruit.com/index.php?main_ ... +%2Bstrand
And you can control a whole chain of Flora pixels with a single pin: http://www.adafruit.com/products/1260