Problem when expanding on the ShifOut tutorial for LEDs

For a start, since you only have one LED per chip, change the transfers to be all 0xFF:

  SPI.transfer (0xFF);  // chip 1
  SPI.transfer (0xFF);  // chip 2
... and so on ...
  SPI.transfer (0xFF);  // chip 11

That way the LED should definitely light up.

Try that and see if at least the first LED lights up.