Couple of days back, I was using ASP.Net Menu Control. I saw the way it generates html its difficult to apply styles (css). I got stuck with the same problem. but thanks to control adapter it made my life easy.
The control adapters are the coolest thing, it let you change the HTML markup produced by ASP.NET controls. So, why invent a new control to generate the markup the way you want.
For the detail information about the control adapters and the downloads just refer: http://www.asp.net/CSSAdapters/Default.aspx