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Some of my tips to get rid of those gaps:
Any other tips welcome, i've got a few cases that these tricks can't fix.
<big pain in the rear>
One thing I found, if you really want a perfect, complex table, is to make sure every single table cell has its height and width set to an exact pixel size, and create an 'extra' row 1 px high, and an 'extra' column 1 px wide... then place a clear gif in each of the 'extra' cells with it's width or height set to 1 px, and its second dimension set to exactly the width/height that row/column is supposed to be.
</big pain in the rear>
Creates miles of extra garbage code, and a huge hassle if the page ever needs to be changed, but it'll keep your table in place in every browser I ever tested it in.
But I think throwing away the idea of table-grid-pixel-perfect designs is a much less aggravating route to take... ;)