Arduino, best way to talk with multiple SPI devices (LED drivers)
Define "long".  When you say "shield" I'm thinking of something that may plug directly in to the Arduino, so the signal path is maybe 3-5 inches.  AVRs/Arduinos will have no problem communicating at that distance (unless you try really hard to cause one); even a distance like 2-3 meters should be fine up to a few MHz.

For SPI specifically, as it is entirely master driven, the only way you could get problems is when receiving from the slave, then only if the clock edge took so long to get to the slave, when it sent out the next bit, the master was already expecting the next bit.  The hard theoretical limit imposed by the TLC5941 would be 10-meters total length when running at 30 MHz (c / 30 MHz).  

Arduinos don't typically run that fast anyways, so you might be able to get up to 5 meters at the Arduino's standard 16 MHz if terminated with some resistors.  If you don't need extreme speed and could run at 100-500 kHz, you could probably make it across a football field with decent wire.

EM interference effects would have to be extreme to mess with a 0-5V signal.  Unless you're running it inside a microwave, fuggedaboutit.  SPI is not LVDS.

For ease of use and simplicity, I2C drivers might be the way to go (e.g. NXP PCA9635).  I2C only uses 2 lines (clock and data), versus the 3 + 1 per slave for SPI.  They will be slower than SPI drivers, but unless you're trying to update some 64 LED array at 60 Hz (or similar), should be fine.