http://www.arduino.cc/en/Tutorial/ShiftOut is the basic schematic. The only difference here is the code to drive it.
The 74595 can sink or drive current so you can use it with Common Anode or Cathode LEDs - you might have to reverse the on or off logic as on will be off and vice versa.
As for TLC5940s - there is an issue with the library at the moment that results in flicker, bleed over etc.. Someone posted working alternate code but I cannot find it on the forum right now. I do need to test it myself as I had stalled my project that relied on them due to this issue.