I load the configurator's style sheet (with the default skin (sam.css) already included) in the head of my app followed by my own styles, so they are ready for immediate rendering. However as you mentioned, the YUI loader will subsequently override your styles.
If you load a lot of modules or make a lot of style declarations and don't want to write !important after every one, add the option
skin : {defaultSkin: ''}
to your loader configuration. This will also save a little bit of bandwidth for your users and lead to faster rendering.
Also note, that IE6 doesn't recognize !important so it won't work for that browser.
Hope that helps.