I had the same problem only a short while ago and found this jQuery solution which works perfectly and degrades nicely:
http://www.adamcoulombe.info/lab/jquery/select-box/
I used it to custom style select drop downs. It is very easy to implement. Replace the variable from $('.mySelectBoxClass') which targets the class to $('select') for example - and this would target all select elements on your page. The same rule would apply for radio buttons.
