if you check out jtame.com, you can see really nice rounded corners for some of the links. i also noticed this effect used similarly on mugasha.com (a new electronic music discovery site i recently found). this is very easy to pull off with css by using -moz-border-radius. here is an example of a link with the class set to "round":
i've found that only using -moz-border-radius will look fine in firefox, but not in safari because safari uses webkit for its rendering. including the -webkit-border-radius will fix this. non-supported browsers will simply display boxes, which doesn't look bad either (ie onellama.com makes heavy use of this design style).