Adding class to form element via hook_form_alter for views exposed filter is not working
Did you check the actual markup after the page is rendered with Firebug or something to see for sure if another module's hook_form_alter() is overriding yours? If that is indeed the case then an easy way to get around is it by increasing your module's weight so hook_form_alter() in your module is called after other modules.

db_query("UPDATE {system} SET weight = 20 WHERE name = 'my_module'");


EDIT: I should say that this code should go in hook_install() and you should then reinstall your module to get the weight set properly.