Here's the part list:
1x Breadboard (small one is fine)
1x PIC16F627, 628A or 648A
1x 0.1 uF capacitor
1x 20 k ohm resistor
3x 220 ohm resistors
3x 470 ohm resistors
3x 120 ohm resistors
some jumper wires
1x 5V regulated power supply or 4x NiMH batteries in a holder
You'll also need a programmer capable of programming PIC microcontrollers, such as MPLAB ICD or PICKit.
As you can see, the circuit & construction is very simple. Once you have the parts, just put them on a breadboard in 5 minutes! Use the picture as the reference.
Then fire up your programmer and you are ready to go.
This unit is made to test common cathode type RGB LEDs, however, it's very easy to change the firmware to test common anode types. (No hardware change needed.) (See the update below)
Schematic and source code (assembly) are provided for those who are interested, but no need to look if you just want to get going with your LED testing...Update
: Source code has been updated to be able to switch between common Cathode and common Anode type LEDs. Change the following line in the source:
COM_ANODE equ 0
COM_ANODE equ 1
to make it common Anode tester.