Table Frames beyond simple lines

Perhaps tikz can help here

Of course, because it's tikz, you can get much more adventurous with your affects if you want to.

\documentclass{article}

\usepackage{tikz}

\begin{document}

\tikz\node[draw=red,thick,double,inner sep=1pt]{
\begin{tabular}{l|l}
A & B\\
\hline
C & D\\
\end{tabular}};

\end{document}

If you'd like to apply the idea to every tabular, then you could use the etoolbox, perhaps something like the following- note the gradient shading :)

\documentclass{article}

\usepackage{tikz}
\usepackage{etoolbox}

\BeforeBeginEnvironment{tabular}{\tikzpicture\node[draw=red,thick,double,inner sep=1pt,top color=blue,bottom color=yellow]\bgroup}
\AfterEndEnvironment{tabular}{\egroup;\endtikzpicture}

\begin{document}

\begin{tabular}{l|l}
  A & B\\
  \hline
  C & D\\
\end{tabular}

\end{document}

Perhaps you'd like rounded corners

\BeforeBeginEnvironment{tabular}{\tikzpicture\node[rounded corners=3pt,draw=red,thick,double,inner sep=1pt,top color=blue,bottom color=yellow]\bgroup}

You could even go completely crazy and surround the tabular in a circle or a star, but I'll leave that up to you :)

The possibilities are limited only by imagination- have fun, and check out the manual for more ideas and options.

You could be interested in the features provided by the tabu package: a simple example:

\documentclass{article}
\usepackage{xcolor}
\usepackage{tabu}

\begin{document}

{\arrayrulewidth=3pt
\begin {tabu}{|[5pt cyan!60!black]c|[5pt red!60!black] c|[5pt cyan!60!black]}
\taburulecolor{orange}
\hline
A & B \\
\hline
C & D \\
\hline
\end {tabu}
}

\end{document}

Besides the TikZ solution where you can create very interesting  tables, there is the hhline package which is suited for just  tables.

Code

\documentclass{article}
\usepackage{hhline}
\begin{document}
\begin{tabular}{||l|l||}
    \hhline{#==#}
    A & B \\ \hhline{|--|}
    C & D \\ \hhline{#==#}
\end{tabular}

\begin{tabular}{||l|l||}
    \hhline{|t:==:t|}
    A & B \\ \hhline{||--||}
    C & D \\ \hhline{|b:==:b|}
\end{tabular}
\end{document}

Output