The grid in ProClarity has conditional formatting but it's based on the value, not the level. You can do this by using the BACK_COLOR property. For example, here is a modified version of the Internet Gross Profit calculation. I'm checking the number (ordinal) of the level in a hierarchy. If it's level 1 then I make it green, otherwise I make it yellow. You could nest multiple IIF statements to handle more levels if necessary. By the way, level 0 is the All level.

CREATE MEMBER CURRENTCUBE.[Measures].[Internet Gross Profit]
 AS [Measures].[Internet Sales Amount]
    -
    [Measures].[Internet Total Product Cost],
FORMAT_STRING = "Currency",
BACK_COLOR = iif([Product].[Product Categories].Level.Ordinal=1,'50000','65535'),
NON_EMPTY_BEHAVIOR = {
   [Internet Sales Amount],
   [Internet Total Product Cost]
 },
VISIBLE = 1  ;                             

Now, in ProClarity, you have to get into the Grid Properties, go to the Grid Font tab, and check "use Cube Cell Formatting Properties." The end result looks like this: