The only proper way to style a browsers default scrollbars is using this smooth jQuery plugin. Of course, you may say why not to use WebKit, and my answer would be that it has really bad browser support. I agree that WebKit is less heavy solution, but at the same time it’s less functional too.
Malihu jQuery custom scroller provides loads of different callbacks and methods, it’s also works well with dynamic elements.
Another good point of this plugin, that it doesn’t require a lot of experience to set up, and have quite few different themes, which allows you to change styles without much hassle.
Only suggestion I have for the developer who built the plugin, is that it could have each theme separated in different CSS. Once you choose the theme you like, you don’t rally want to load extra 500 lines of useless css.
It’s not difficult to strip out the css yourself, but the it creates a little problem, if you decide to choose different theme after some time.