Opera, Firefox, and the delightful Epiphany all do them natively, but IE, grrrrrr ...
Several options tried, and my results are:
- curvycorners (js) : initially promising but event redraw costly and occasional errors popping up
- border-radius : uses .htc/vml but only handles one configuration for each corner, and seems to not handle re-draws properly
- DD-roundies : similar but more complete version of above [not tried]
- PIE/CSS3 : again, an htc/vml solution and appears to work beautifully, adding most all of CSS3's commonly used features to IE
Final tip for XP Firefox users - switch on ClearType if you have an LCD display. Enables the sub-pixel smoothing across Windows that IE uses. Be rid of those spindly letters!