On my system when a default button is pressed it turns light blue. This appearance can be changed using this code from the documentation:
Use a second element to get the appearance of a pressed button:
Table[Button["xxx", Null, Appearance -> {a, "Pressed"}], {a, {"DialogBox", "Palette"}}]
So in essence you change the pressed button appearance by changing the button appearance. But if you want no appearance, i.e. Appearance->None, you are still stuck with the blue background:
Button["xxx", Null, Appearance -> {None, "Pressed"}]

I can achieve what I want using EventHandler:
EventHandler[MouseAppearance["xxx", "LinkHand"],"MouseClicked" :> Print["X"]]
But it seems to me that I should be able to do this with Button options.
Q. How can I set appearance to None for both the pressed and unpressed button? If this cannot be done with button options--and it would seem an oversight if it is not possible--I will use EventHandler.

Appearance -> Nonei.e., without the"Pressed"option? – rm -rf Jun 11 '12 at 01:52