I don't think it is good idea to use alternative styling for focus outlines. People who prefer navigating with their keyboards rely on their browser's native outline style for feedback. If you really must remove the outline, do it for hover and active states only, and leave the focus styling to the browser:
a:hover, a:active { outline: none; } /* Requires IE > 6 */
See Patrick Lauke's article for more tests and reading: http://people.opera.com/patrickl/experiments/keyboard/test