I bought a set of 8 rapid prototyping lights with common cathode from Majenko's site in England. The lights all have resistors, so you can connect the one ground wire, and up to 8 data pins for the lights. He posts here from time to time (that's how I found about his site). Lets see, he has 2 stripped common cathode lights available right now: http://www.ebay.com/itm/190705586955?var=490085866313&ssPageName=STRK:MESINDXX:IT&_trksid=p3984.m1436.l2649.
It looks like he has some uni-color sets (blue, green, red, yellow, and orange) with common cathode also available.