Unless you are just playing about, you should look at creating a theme - there are links from the elgg documentation page. If you have a theme, the mods/<theme>/views/default/css.php is the one to edit.
Second, I think elgg is great, but it's themeing and CSS drives me nuts. You will find elements styled in multiple places and there is no real consistancy - there is no generic 'button' class, for example, to define how a submit or button styled link should look.
The Firefox extension Firebug will let you 'Inspect' elements to see what styles have been applied - then you just need to find which css file contains the style.
Thank you for your reply (:
I've been looking into it, Firebug works excellently as does exactly what I wanted, I'm partway through creating a theme as well.
Elgg is very good, just a pity about the way it is in parts.
Also, you can use 'inspect element' in Chrome for identifying your css styles
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