edit: It should be noted that browser support for onload events on CSS files has improved since my original answer. It is not fully supported though, so my answer below still has some relevance. Here is a compatibility chart, not sure how legit the source is though.
Ok, I finally found a solution.
This guy http://tugll.tugraz.at/96784/weblog/9080.html inserts link-tags and polls document.styleSheets[index].rules until it is no longer undefined (where index of course is the index of the newly inserted file). Unfortunately his code is buggy and only works with Safari & FF. So I fixed the bugs, added functionality for Opera and Internet Explorer and even added features for adding multiple CSS and JS files and 1 final callback (when all files are loaded) in a sweet and simple lazyloader-function. The result can be found here:
https://github.com/LukasBombach/Lazyloader