Styling visited links – useful for visitors to know where they have been?

I have always kept the style of my links the same, whether the link has been visited or not. But I was navigating a site I use often, and trying to work out where I had been. It occurred to me, if it was styled different for the links I had been, then it would become very easy.

It then occurred to me, that visitors at my site might think the same thing. So is it good practice to style visited links different from non-visited. Traditionally we have blue links and purple for visited. But your link text is black for example, how would we style a visited link over a regular link? And in what circumstances should we bother styling?