The low pass filter is definitely worth looking into, as this avoids the problems associated with using only a capacitor, and will be simple to install. (x 3 of course)

There is even a tutorial on this very subject on this site.

 

Oh, and if you used a high frequency PWM, you might need to put a low pass filter on your pickup though your amp may already have a filter.

I'd rather not have to buy a new set of led and whatnot

 

The low pass filter is definitely worth looking into, as this avoids the problems associated with using only a capacitor, and will be simple to install. (x 3 of course)

There is even a tutorial on this very subject on this site.

So you suggest 3 lowpass filters, all bridging the circuit and the led strip? Nothing on the V+ right?

 

Yes, one for each color placed in between the controller output and the LEDs. (see post #8)

I'm not sure what you mean by "nothing on the V+" The filter inserts between the negative outputs from the controller and goes to V+. (the inductor is in series with the LEDs)



I would also try to get the controller as far from the guitar as possible (within reason) because there will still be some unfiltered RFI. Perhaps you could place that bad boy in a metal box along with the filters.

And for more help search for PWM to Analog. (AKA DAC...digital to analog)

Getting the component values correct will be your biggest challenge.