.current-menu-item ignores me!

Is this the CSS you were trying to use?

.menu-item a .current-menu-item a {
    color:           #000;
    font-weight:     bold;
}

Try adding this to the end of your child theme style.css file instead:

.current-menu-item a:link,
.current-menu-item a:visited {
    color:           #000;
    font-weight:     bold;
}

The use of the !important clause should be avoided if at all possible. In fact, the only time you really need to use it is to override an inline style or to override another rule with an !important clause. In my experience, people use the !important clause when they don’t understand CSS specificity, and over-using it, or mis-using it, only leads to problems later on when you’re trying to make changes.

Really, the only thing you need to do is use a web debugging tool like Firebug or Chrome Developer Tools, find out what CSS rule is affecting the element you want to change, then write a rule with the same selector, or one that is slightly more specific.