The [link|http://www.w3.org/TR/AERT#color|AERT] discussion at W3C seems to use the same color for anchors as for headings, but with underlining of the links. Also, when you mouse-over the links, the background color changes (similar things happen at LinuxToday).
I'd suggest just sticking with white text (or some other high-contrast color) and doing things like the AERT document does.
HTH.
Cheers,
Scott.