The worst are the pages where the scroll wheel doesn't work, even when you can see the scrollbar just fine. I'm always baffled, since no simple page would have that problem. Clearly they developed it and didn't care for breaking it.
In html I would sometimes force the scrollbar to always show to prevent layout stuttering. But otherwise, changing the color of the scrollbar to match the fg and bg colors of the page shouldn't be too big of a deal. And I wouldn't mind if some browser skins would change the default scrollbar colors to match, either.
Scrollbars are already stylized across the web and across programs. Most users don't mind it. With options come the bad choices, which anyone can list on one page.