PWM pins work the same way across all Arduino boards, so you don't need to go out of your way to buy a Mega if you already have a board supporting PWM. On the Uno, Nano, and Mini, the PWM pins are ...

Most Arduino boards have an ADC chip with a 10-bit resolution that can output values from 0 to 1023. Popular boards like the Arduino Uno, Nano, Micro, and Mega are great examples of this.