Controlling lots of LEDs

I need to control 25 LEDs with my arduino uno individually. If there were 25 different pins then I could just hook up one to each pin, but that is not the case for me. What is the best way to do this?

You should consider using a shift register. Here is a tutorial:

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The Gadget Shield: accelerometer, RGB LED, IR transmit/receive, speaker, microphone, light sensor, potentiometer, pushbuttons

.. or the more expensive, but less soldering solution of using an Arduino Mega.

More pins than you can shake a stick at.