Well, that takes care of a big part of it. The column headers still change colors on the hover which they should not do. Your example sends me in the right direction though so I will keep working on it.

Now the problem is that jqGrid uses two different spans for the up and down arrows, so I cannot do what I want in 1 above. The rest of the site uses a larger up or down arrow on the sorted column, and the smaller double arrow on unsorted columns. I will have to play with the CSS more I guess.