You can answer this slightly differently depending on whether you are trying to explain their solubility or there affinity to the TLC plate (although there are similar reasons).
I picture TLC as a "competition" between solute (the thing dissolved in the solvent) and the solvent for "sites" on the TLC plate. The more polar compounds will compete better for sites on teh TLC plate and thus spend more time attached to the plate than the solvent molecules, hence polar molecules stay lower on the TLC plate.
Less polar molecules can't compete as well for sites on the TLC plate so are "kicked-out" by more competitive solvent molecules and therefore are spending more time in the mobile phase and hence move further up the TLC plate.
As for the structures, they are complicated. It is difficult to differentiate chlorophyl a and b on a TLC (I find this to be the case anyhow). Look for example at the carotene and the xanthophyl, they are rather complicated but notice that the only real difference is that xanthophyl has two extra polar OH groups, therefore you would expect this to be closer to the bottom of the TLC plate than the carotene.
Carotenes are usually orange on TLC, xanthophyls yellow, pheophytins are grey, and chlorophyls will be green and blueish.
Hope this helps a bit.
Mike