larryd:
- PNP transistors and P-channel MOSFETs are more difficult to find, they are used with 'Common Cathode' LEDs.
Not so much harder that I for one find it an issue. Both types are easy enough to get on, I never had the feeling it's hard to find a p-MOS or PNP.
What is of more concern, for pMOS at least, is that they are more expensive and always have higher on resistance (typically 2-3 times the equivalent nMOS). Add to that the difficulty in switching them off for higher voltage supplies makes an nMOS the preferred device.
For a single LED that's not a concern at all, of course. Most RGB LED strips are common cathode for this very reason. LED display drivers also usually require common cathode displays
Bjerknez:
Or should i buy booth types?
No - stick to one type, much easier. CA or CC doesn't matter much unless you expect to use many; in that case CA. Do mind that if connected directly to the pins a CA LED is on when the pin is set LOW. Takes a little to get used to in the beginning 
Also do check out the WS2812B LEDs. On a strip barely more expensive than RGB LEDs, but you can have a lot more fun with them. The FastLED library is awesome.