Just discovered the text-decoration-color CSS property and added it to the style on the blog:

a:hover {color: #454545; text-decoration: underline; text-decoration-color: #26C4FF;}

This causes that when you hover over a link in a post, the underline is not in the same boring gray as the text but lights up in a nice color :-)

(not to be confused with the hacky colored underlines in the righthand navigation bar, where I use a colored border-bottom to achieve a similar effect since 2002)