How to set the last-clicked anchor to be a different color from all other links?

You definitely can't do it with css.

With jQuery you could do something like

$("a").live("click", function() {
    $("a").removeClass("yourHighlightClass");
    $(this).addClass("yourHighlightClass");
});

It wouldn't require jQuery, but it's sure easy to do with jQuery.

$("a").click(function () { 
      $("a").css("color", "blue");
      $(this).css("color", "yellow");
    });

You don't need Javascript. The CSS pseudo-class that you're looking for is 'focus'.

ps: it holds the 'last clicked' color only until you click on something else in the page.

a:link {color:#00FF00}
a:visited {color:#00FF00}
a:hover {color:#FF00FF}
a:focus {color:#0000FF} /* this one! */

<b>
<a href="#">link 1</a>
<a href="javascript:void(0);">link 2</a>
<a href="#">link 3</a>
<a href="javascript:void(0);">link 4</a>
</b>

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