The ultimate connector would allow me to connect and disconnect the LED and could be extended to 24 inches.
Not necessarily, extending high speed logic signals over lengths of wires is not always easy.
I am not sure why you want sockets anyway, it's only four pins and a quick dab with a soldering iron will suffice.
This is sort of an art project (actually a magician's prop for a children's routine). I want to construct a little tree about 24" tall and place LEDs in the branches and do some pretty color sweeps and chase sequences. Therefore the wires may be up to 24" long between the PCB and the LEDs. I thought it might be convenient to run the wires through the tree and be able to connect and disconnect. Is that length going to be a problem?
As a complete noob to this electronics, I'm guessing that the best set up might be to solder 4 - 24" wires to the LED leads and place a 3 pin connect on the RGB leads. This a single pin connector to the common cathode. I imagined that I would solder on a 16 pin header for each TLC5940 and a separate header with enough pins for cathode leads. Any guidance would be most appreciated!