In Firefox you theoretically can do a 3px border in three different colors. I say theoretically because I've not tried it, I don't mean it doesn't work.

If you don't get bugs, you could (also theoretically) do it to a degree in css with nested div's and border colors. Really, if you want to go whole-hog, you could do as much gradation as you wanted. The code would be big but you wouldn't have to load a graphic, it just depends on which one loads faster.