I do not need to control a RGB strip... I only need to light up several RGB/near infrared LEDs via PWM.
Will all the RGB LED's be set to the same levels or will they all have different levels?
How many LED's are you talking about?
Are the IR LED's also RGB?
I am more interested in selecting a DMX shield, how to receive DMX signal and output as PWM to the LEDs.
Depending on your skill levels and what DMX equipment your connecting too you could either build your own with opto isolation or buy a cheap (non isolated) RS485 to USART converter or go for a shield (something like this)
From there it's just a case of picking one of the many DMX libraries for your Arduino and writing a bit of code that you may find several examples of on the net already or ask here for help.