Zigbee RGB control using Xbee
Looking at the Shiftbrite LED module page and xBee datasheet, it would seem you can do this without a microcontroller.  

The Shiftbrite LED module uses 4 lines (3 if enable always active) which are:

Data, Clock, Latch and Enable (both input and output pins, so 8 pins in total)
This means modules can be chained together easily, so you can add more Shiftbrite LED modules later on if desired.  

The xBee has 8 pins which can be used as digital I/Os, and configured in "virtual wire" mode, where whatever logic level appears at the Tx input pin will be output on the corresponding Rx output pin.

So, with a bit of reading to setup the xBee for virtual wire mode, you should be able to write your code as if the LED module was connected directly to the R-Pi