In order to avoid browser inconsistencies when styling links, it's best to remember a simple mnemonic device:
LoVe/HAte
The capital letters in the phrase above indicate the order in which the different pseudo-classes for anchor elements should appear in your CSS:
a:link
{
...
}
a:visited
{
...
}
a:hover
{
...
}
a:active
{
...
}
Follow this order and you should not experience any difficulties styling links in various browsers.
Here's some more information on link specificity from meyerweb.com.