You might want to let other people weight in as well, but I believe you don’t have much control over the option styling across browsers that will work perfectly.
An idea that will work but involves a little more work is something like this done with jQuery and CSS Reinventing a Drop Down with CSS and jQuery
Granted not everyone has Javascript turned on and of course if you do only one thing with jQuery the extra page load is a pain, but in this era of browser differences I would rather go with that that than rely on the browser to do the work.