Horizontal rule with adjustable height behaving like \cline{n-m}

You can define a new command which changes the value of \arrayrulewidth, draws the \cline and then restores \arrayrulewidth to its original value:

\documentclass{book}

\newlength{\Oldarrayrulewidth}
\newcommand{\Cline}[2]{%
  \noalign{\global\setlength{\Oldarrayrulewidth}{\arrayrulewidth}}%
  \noalign{\global\setlength{\arrayrulewidth}{#1}}\cline{#2}%
  \noalign{\global\setlength{\arrayrulewidth}{\Oldarrayrulewidth}}}
\begin{document}

\begin{tabular}{ccc}
  a & b & c \\\Cline{2pt}{2-3}
  d & e & f \\\Cline{3pt}{1-2}
\end{tabular}

\end{document}

The first argument of \Cline controls the "thickness" of the rule.

EDIT: The \cmidrule command provided by the booktabs package admits an optional argument controlling the thickness of the rule, so you can say:

\documentclass{book}
\usepackage{booktabs}

\begin{document}

\begin{tabular}{ccc}
  a & b & c \\ \cmidrule[2pt]{2-3}
  d & e & f \\ \cmidrule[3pt]{1-2}
\end{tabular}

\end{document}

You may have a look at the tabu package. It supports optional parameters for the width of the rules in a table.

\documentclass[11pt,a4paper]{article}
\usepackage[T1]{fontenc}
\usepackage{multirow,tabu}
\usepackage{graphicx}

\newcommand*{\rb}[1]{\raisebox{2ex}{\smash{#1}}}
\setlength{\extrarowsep}{10pt}

\begin{document}
  \scriptsize
  \noindent
  \begin{tabu} to \textwidth {|[1pt] c|[1pt] c|[1pt] p{4cm} | X |[1pt]}\tabucline[1pt]{-}
    \multirow{4}{*}[-5ex]{\rotatebox{90}{Ten}} & \multirow{2}{*}[-2ex]{\rotatebox{90}{Eight}} & \rb{One} & \rb{Two} \\ \tabucline{3-4}
    & & \rb{Three} & \rb{Four} \\[2ex] \tabucline[1pt]{2-4}
    & \multirow{2}{*}[-2ex]{\rotatebox{90}{Nine}} & \rb{Five} & \rb{Six} \\ \tabucline{3-4}
    & &\multicolumn{2}{l|[1pt]}{\rb{Seven}} \\[4ex] \tabucline[1pt]{-}
  \end{tabu}
\end{document}

With package colortbl you may redfine the thickness of \hline and \cline. The example below is adapted from page 6 of the manual for colortbl:

\documentclass{book}
\usepackage{colortbl}        
\begin{document}
\setlength\arrayrulewidth{2pt}\arrayrulecolor{blue}

  \begin{tabular}{cc}
  \hline
      one   & two\\
      three & four\\
  \cline{1-1}
  \end{tabular}

\end{document}