I always use <dl> for FAQs. Typically making the <dt> an anchor for the index of questions to link.
edit…
I should mention, this is my interpretation of the most semantic approach. As I see it, this is exactly the sort of thing <dl> is meant to mark up.
As for CSS, it’s really subjective. I do typical heading-ish styles for the <dt>, with a high font-weight, maybe slightly higher font-size, and maybe greater letter/word spacing.
Whatever integrates well with the rest of your visuals on the site and makes the relationship between the question and answer immediately obvious….