Hi,
In theory you could use fopen(), fwrite() and fclose() for filling the file with your style-sheet elements. Put the code for this before you create a html-output page Then in the output page you link your stylesheet, just as you would do normally.
I thin you would need to create a different style-sheet file for each new user though, otehrwise they would be editing eachothers preferences.
I would personnly use embedded styles though, and keep them as session variables between pages...
J.