I´m using 2 different approach:
<style type="text/css">@import url(style.css);</style>
<link rel="stylesheet" type="text/css" href="style.css" />
The first is great, also because older browsers will get a text version of the site, which is fully "operational", just without the stylesheet, but I do have a problem with this approach, since validated sites in Windows 2000, tend to load the stylesheet after ½ second or so. This applies only for IE.
The second approach doesn´t have that problem, but the downside is that older browsers will just see a messy site, instead of a clean text version of the site.
How do you insert your CSS ?