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.
inner sep=.3pt+\pgflinewidth,.3ptbeing the half ofdouble distance(initially.6pt), the outer lines just touchtabular's lines instead of drawing over them. – Qrrbrbirlbel Nov 26 '12 at 03:30