Change CSS on tag in tagcloud, if ther current post is tagged with the tag

get_the_tags will return an object of tags so you will have to make an array of the post tags and then see if the $tag->name is in the post tags array.

$tags = get_tags();
    $post_tags = get_the_tags($post->ID);

    /* Just make an array so you can use in_array function later on */
    $post_tag_array = array();
    foreach( $post_tags as $post_tag ){
        array_push($post_tag_array,$post_tag->name);
    }

    if ($tags) {
      foreach ($tags as $tag) {
        /* Then change to search this array for the $tag->name */
        if( (is_tag($tag)) || ( in_array($tag->name, $post_tag_array )) ){ 
          echo '<a href="'.get_tag_link($tag->term_id).'" title="'.$tag->name.'" class="currenttag">'.$tag->name.'</a> '; 
          } else {
          echo '<a href="'.get_tag_link($tag->term_id).'" title="'.$tag->name.'"">'.$tag->name.'</a> ';
          }
        }
      }

Hope this helps