Been working on Wordpress for first time for about 2 months...

Found fix in the forum to get the hover behaviour for widgets by adding:

.widget ul li a:hover {text-decoration: underline !important;}

to the CSS inserts section. Works for Pages and Recent Posts widgets but not for the Text widget where I have some links. NB I get the correct colour behaviour in the Text widget using the standard options.

Any ideas on what I can do - I want consistency for links across the site...

That is where I use the Firebug extension for Firefox to find the selectors for the items in question.

Sorry - don't think I now enough to understand the significance of your reply! I do have Firebug but not sure what I need to look for or how it will help!

In order to give you more specifics I would need a link to your site.