Contrary to a post above, for best results
all styles should be inline.
When you've finished your design you can test in approx 20 desktop/webmail/mobile clients here ($5 per test but it's well worth it):
Email Newsletter Software for Web Designers - Campaign Monitor
If you wanna do your own testing fine. Then I suggest using this excellent free tool to put all styles inline:
Premailer — preflight for HTML e-mail — dunae.ca
Much more info here:
http://www.email-standards.org