I have a basic RGB flasher circuit I built using 3 220ohm resistors, RGB LED, and PWM pins 9, 10, 11 for RGB respectively, and of course ground. I put in a sketch for a random color fade, and it worked great with the LED that came with the Arduino, but it isn't a defused LED which makes for crappy looking results since you can see all 3 led colors individually! Which is great for learning, however I also bought a diffused RGB led so I decided to stick it in the circuit instead, and to my surprise nothing happened... I double checked all the connections but nothing, I then tried to connect each color individually to 5v+ directly, and nothing happened, I was rather confused, so I got my multimeter and checked each color individually, and the thing lit up, albeit not at full power.
Now my idea is that I need to go with a lower ohm resistor, but why? Even with a direct 5v+ connection and not a PWM signal it still didn't light, I have no idea what battery this multimeter uses (I am guessing a 9v, I would have to take it apart to tell), and I can't test it on itself to tell the voltage! But it was enough to light up the LED even through the 220ohm resistor. I am going to try lower ohm resistors on it and see what happens.