Choosing between External, Embedded and Inline CSS is critical. It is always advisable to think long term. Even when you are working on a smaller module, you never know its future. Moreover, one must remember that CSS is all about 'look and feel' (style) while HTML is content; so better keep them separate.
As far as possible, avoid Inline styles. If you are very sure that particular CSS classes are relevant only to the current web page, it might be a good idea to opt for Embedded under certain circumstances. And ofcourse, there are no cons while considering External stylesheet.
One thing is very important while using External stylesheets is the nomenclature. There are no fixed set of rules to follow but if you consider a broader view, you can easily work out a fair plan for CSS class names.
To start with, one can study some popular websites.
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