Firefox

Add the following line to your style sheet and your links won't be surrounded by dots in Firefox anymore:

a{ outline: none;}

If you want to tweak your own Firefox to avoid the dots for every single site then follow the next steps:

1. Type “about:config” in Firefox’s location bar (that big horizontal bar on top where you type to go to a different website)
2. Look for the string: browser.display.focus_ring_width
3. Change default value from 1 to 0

Enjoy.