My solution for this problem is to put an xml drawable resource on the background field of every cell. In this manner you could define a shape with the border you want for all cells. The only inconvenience is that the borders of the extreme cells have half the width of the others but it's no problem if your table fills the entire screen.
An Example:
drawable/cell_shape.xml
<?xml version="1.0" encoding="utf-8"?>
<shape
xmlns:android="http://schemas.android.com/apk/res/android"
android:shape= "rectangle" >
<solid android:color="#000"/>
<stroke android:width="1dp" android:color="#ff9"/>
</shape>
layout/my_table.xml
<?xml version="1.0" encoding="utf-8"?>
<LinearLayout
xmlns:android="http://schemas.android.com/apk/res/android"
android:layout_width="match_parent"
android:layout_height="match_parent"
android:orientation="vertical">
<TableRow
android:id="@+id/tabla_cabecera"
android:layout_width="match_parent"
android:layout_height="match_parent"></TableRow>
<TableLayout
android:id="@+id/tabla_cuerpo"
android:layout_width="match_parent"
android:layout_height="match_parent">
<TableRow
android:id="@+id/tableRow1"
android:layout_width="match_parent"
android:layout_height="wrap_content">
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
</TableRow>
<TableRow
android:id="@+id/tableRow2"
android:layout_width="match_parent"
android:layout_height="wrap_content">
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
</TableRow>
<TableRow
android:id="@+id/tableRow3"
android:layout_width="match_parent"
android:layout_height="wrap_content">
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
</TableRow>
<TableRow
android:id="@+id/tableRow4"
android:layout_width="match_parent"
android:layout_height="wrap_content">
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
<TextView
android:id="@+id/textView1"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:background="@drawable/cell_shape"
android:padding="5dp"
android:text="TextView"
android:textAppearance="?android:attr/textAppearanceMedium"></TextView>
</TableRow>
</TableLayout>
</LinearLayout>
Edit: An example
Edit2: Another example (with more elements: circle corners, gradients...)
I have explained this issue with more details in http://blog.intelligenia.com/2012/02/programacion-movil-en-android.html#more. It's in spanish but there are some codes and images of more complex tables.