I figured out that if I enable the option "never use per pixel borders on a skin" on the System Info tab (odd place for it!) then I don't have the issue. However, I can't believe that these gaps I'm experiencing when it is not enabled are by design? Certainly per pixel borders look a lot nicer, but why would I want to lose so much screen real estate?
I tiled four windows, and captured where the four of them meet in the center of my desktop. I've tried dozens of windowblinds and they pretty much all do the same thing. The only one that doesn't is Leo, which has almost no border at all.
This is with per pixel borders on:

This is with Per Pixel borders off:

Thanks,
*MD*