I usually accomplish this using the :after pseudo-element:
of course it depends on usage, this method allows control over individual borders, rather than using the hard shadow method.
you could also set -1px offsets and use a background linear gradient (no border) for a different effect once again.
body {_x000D_
margin: 20px;_x000D_
}_x000D_
_x000D_
a {_x000D_
background: #999;_x000D_
padding: 10px 20px;_x000D_
border-radius: 5px;_x000D_
text-decoration: none;_x000D_
color: #fff;_x000D_
position: relative;_x000D_
border: 2px solid #000;_x000D_
}_x000D_
_x000D_
a:after {_x000D_
content: '';_x000D_
display: block;_x000D_
position: absolute;_x000D_
top: 0;_x000D_
bottom: 0;_x000D_
left: 0;_x000D_
right: 0;_x000D_
border-radius: 5px;_x000D_
border: 2px solid #ccc;_x000D_
}
_x000D_
<a href="#">Button</a>
_x000D_