pwm with delay

TeslaIaint:
I am trying to slow the loop down by trying to use the "blink without delay." Are you saying that there is no way to slow the for loop down without using delay()?
It does work without any delay() like this:

for (int i = 0; i <=255; i++){

analogWrite (led, i);
    Serial.println (i);

Get rid of your for loop, that's what everyone is trying to say. You already have built in iteration by the mere nature of loop(), so an additional one is not needed. At every interval, you need to be thinking what you should be doing. Last interval you wrote 2 as the PWM value, perhaps the next interval should be 3, then 4, etc.