For the Home link in the menu bar of the main template you can add some code to one of the template files.
Find the file called top.phtml in app/design/frontend/default/default/template/catalog/navigation/ and make the following change:
<div class="header-nav-container"><div class="header-nav"><h4 class="no-display"><?php echo $this->__('Category Navigation:') ?></h4><ul id="nav"><!-- HOME BUTTON HACK --><li><a href="<?php echo $this->getUrl('')?>"><?php echo $this->__('Home') ?></a></li><!-- HOME BUTTON HACK --><?php foreach ($this->getStoreCategories(10) as $_category):?><?php echo $this->drawItem($_category) ?><?php endforeach ?></ul></div><?php echo $this->getChildHtml('topLeftLinks') ?></div>
If you want the home button to behave as te rest (get the active class when activated) change the above code to the following: (beware this is just as an hack as the previous example, but still, it works)
<div class="header-nav-container"><div class="header-nav"><h4 class="no-display"><?php echo $this->__('Category Navigation:') ?></h4><ul id="nav">$_SERVER['REQUEST_URI'] == '/' ? $root = 'active' : $root = '';<!-- HOME BUTTON HACK --><li class="<?php echo $root ?>"><a href="<?php echo $this->getUrl('')?>"><?php echo $this->__('Home') ?></a></li><!-- HOME BUTTON HACK --><?php foreach ($this->getStoreCategories(10) as $_category):?><?php echo $this->drawItem($_category) ?><?php endforeach ?></ul></div><?php echo $this->getChildHtml('topLeftLinks') ?></div>