As far as I know there is no way to load picture styles from a CF card. I'm 99.99% certain you can't do it.
I don't know what would be best for night shots. What I'd do would be to shoot in RAW. You can then apply any picture style (either the standard ones or ones which you create) to the image during the conversion from RAW to JPEG.
City night shots are tricky because you never know what type of lighting will be used. Could be fluorescent, arc lights, sodium vapor lights, mercury vaper lights. tungsten lights, halogen lights etc. Each one would need a different white balance and possibly be optimized with a different picture style.
Check out
http://web.canon.jp/imaging/picturestyle/file/index.html for some picture styles from Canon and info on ther use of piicture styles.