Thick borders, yes I do. I've put them all the way to 4 when I was feeling sassy, but I usually have it at 2.

I first thought this thread had to do with people having 2 different borders, like OP's screenshot with one red the other black, if that was the case than no, I only like 1 border. By saying "1 border" I mean that, depending on the wm, I either just put something like "active_border = 2, inactive_border = 0" (obviously just an example) if the window manager allows that or I use the same background color I use in the terminal as my "inactive border" so that it looks like there isn't one.