Question: I've just installed Visual Studio 2010, but I cant seem to manage to get intellisense working to suggest classes.

Answer: 
Short answer is yes, intellisense for CSS does work in ASP.net 2010, so if it's not for you then you have an install or configuration problem.
As an aside to the same issue.
If you are using ReSharper to enhance the intellisense, you may have to reinstall it to update the VS2010.