You can format tables with borders and shading any way you want, calling attention to specific cells or headings.
NOTE
Don't overdo borders and shading. For instance, if you have a table in which all the cells contain approximately the same amount of text, try simply placing one horizontal line under the headings and another at the end of the table. The whitespaces formed by the cell padding can create the illusion of vertical lines separating the columns.
This works best on tables when the cell contents within each column are relatively close to the same widths.