I have one forum that uses a different stylesheet from the rest. I updated the datebase so that everyone uses the "default" stylesheet for the forum. This works great. However, if I logout and view the forums anonymously, the specified stylesheet doesn't take precedent. Any ideas?

Hmm, so anonymous users are seeing the global default and not the one assigned to the individual forum?

Correct. The specific headers are working fine, it's just the assigned stylesheet. You can check it out at my site if you like. Here's how I have it set up:
CarfaxAbbey.net

• 
  
• Borgo Pass - Default header/stylesheet
  
• Spheres of Influence - Specific header/default stylesheet
  
• Mike's Workshop - Specific header (logo for white background)/specific stylesheet (white background).