Well one option you could do, is wrap them in style tag and stuff them into the header via a filter. It’s dirty, but it would work. I’d honestly do that, over forcing inline styling on elements, because they won’t get cached. Plus anyone who wants to do their own styling to override those elements will hate you.
The cleanest way WOULD be in fact to create a custom.css file dynamically. File Permissions shouldn’t be an issue within a theme or plugin environment in MOST installs, however in cases where it is, you can issue a warning to the site admin about it. If you opt for this route, you could do a file permissions check before hand, and default to one of the other methods in the event you don’t have adequate permissions. That’d be the most fail-safe way of doing it.