I'm starting to get frustrated with CSS in Flex... It seems like external
stylesheets are a waste of time, since you can't set a lot of styles with them.
Instead I am forced to set the styles in ActionScript, like this:

var dataGridStyle:CSSStyleDeclaration =
StyleManager.getStyleDeclaration("DataGrid");
dataGridStyle.setStyle("headerColors", [0x694845,0x691E19]);
dataGridStyle.setStyle("alternatingItemColors", [0xF1F1F1,0xFFFFFF]);
dataGridStyle.setStyle("rollOverColor", 0xDEDEDE);

Is there some easier/better way to do this? I would really like to be able to
change styles on the fly - or at least not having to compile a file with
updated ActionScript code to change the background color of a component.

Any thoughts?

You shouldn't have to set your styles in actionscript like that. Changing them
in your stylesheet should work just as well. However...that being said, you DO
still have to re-compile your app after a change to your stylesheet. If all
you're trying to do is test out different colors, and try out different styles,
you might try something like FlexSpy: http://code.google.com/p/fxspy/

FlexSpy will let you change styles on the fly without touching any css or
actionscript.

Hey! You're right...the problem was that I wasn't setting the values as string (i wasn't surrounding the values in double quotes).

I'll check out FlexSpy as well.

Thanks.