Driving Leds through own POWER rail vs I/O pins

Hey fellas, i need to have 6 leds running , only 3 of them are constantly on , and the other 3 are RGB leds with a common anode and i am PWMing them Now since my rgb leds are common anode would it be better to drive each of the 6 leds with its own pin set high , or make a power rail and power them all from there, i also have 4 pots should i also add these to the power rail ?

Basically its 3 rgb leds with a pot to control each red green and blue value, but the RGB's will be wired a little far from the pot so above each pot i want a red and blue and green led to show which color that pot is driving... i just do not know which way would be better practice , the 4th pot is to control brightness which answers part of my question if im going to control brightness which will be through the RGB's common anode all on the same rail then i should not connect my pots to that same rail...right?

An own power source is allways OK, but you can do some math how much power is used by all the LEDS.

Note: you can probably connect the LEDS to the same powersource as the Arduino (e.g. wallwart), using an additional 7805 and a resistor per LED.