Using if/else statements with output from theme options

There’s no need to be using _e() that’s for text that’s to be translated, you don’t translate CSS, it only comes in one language…

With regard to your if/else’ing, try this..

<?php 
$options = get_option('mytheme_theme_options');
if( isset( $options['linkcolour'] ) && ( !empty( $options['linkcolour'] ) ) )   
    printf( "a, a:link {color: #%s;}", $options['linkcolour'] );
?>

Here’s some PHP references for helping understand the PHP that was used above.

http://www.php.net/manual/en/control-structures.if.php
http://php.net/manual/en/function.isset.php
http://www.php.net/manual/en/function.empty.php
http://php.net/manual/en/function.printf.php

Hope that helps.