We report a spectroscopic study of highly photostable individual CdSe/ZnS colloidal nanocrystals. At low temperature, photoluminescence spectra display two sharp zero-phonon lines which we attribute to the radiative recombination from the two lowest levels of the band-edge exciton fine structure. For the first time, resonant photoluminescence excitation spectra of these lines is performed, and spectral diffusion broadening of 10 microeV is measured over integration times of 100 ms, corresponding to an optical coherence lifetime longer than 100 ps.