One good thing I found out that in the new enhanced UI, these lines are disappeared. But since this is not used yet, I found out another solution. It took me quite some time, but now it's working ok. I am searching with Javascript to the classnames in my VF page, and adding additional CSS styles to these classes. These are overwriting the normal ones, and making marges smaller, given that fact the background colors(the lines) are not displayed anymore...

And these are gone :) :) So give it a try, make sure your classnames are correctly, e.g. use firebug to detect the correct classnames. Now hoping that Salesforce is not going to rename these classnames, because in that fact the lines are back.

<apex:page showHeader="false" sidebar="false" standardController="Account" extensions="AddressExtension" >
<script language="javascript" type="text/javascript">
    function removeBorders() {
        var classElementsbPageBlock = getElementsByClass('bPageBlock bDetailBlock secondaryPalette', null, null);
        if (classElementsbPageBlock.length > 0) {
            for (var k = 0; k < classElementsbPageBlock.length ; k++) {
                var element = classElementsbPageBlock[k];
                element.className = element.className + ' bPageBlockwithoutlines';
            }
        } 
        var classElementspbBody = getElementsByClass('pbBody', null, null);
        if (classElementspbBody .length > 0) {
            for (var l = 0; l < classElementspbBody.length ; l++) {
                var element = classElementspbBody[l];
                element.className = element.className + ' pbBodyNoMarginRight';
            }
        } 
        var classElementspbFooter = getElementsByClass('pbFooter secondaryPalette', null, null);
        if (classElementspbFooter.length > 0) {
            for (var m = 0; m < classElementspbFooter.length ; m++) {
                var element = classElementspbFooter[m];
                element.className = element.className + ' pbFooterNoImage';
            }
        } 
    }


    function getElementsByClass(searchClass,node,tag) {
        var classElements = new Array();
        if ( node == null )
            node = document;
        if ( tag == null )
            tag = '*';
        var els = node.getElementsByTagName(tag);
        var elsLen = els.length;
        var pattern = new RegExp('(^|\\\\s)'+searchClass+'(\\\\s|$)');
        for (i = 0, j = 0; i < elsLen; i++) {
            if ( pattern.test(els[i].className) ) {
                classElements[j] = els[i];
                j++;
            }
        }
        return classElements;
    }

    var previousOnload = window.onload;        
    window.onload = function() { 
        if (previousOnload) { 
            previousOnload();
        }
    removeBorders();

    }
</script>

<style type="text/css">
.bPageBlockwithoutlines {
    border-top:0px;
    margin-bottom:0px;
    padding-bottom:0px;
}

.bPageBlock .pbBodyNoMarginRight {
    margin-right:0;
}

.bPageBlock .pbFooterNoImage {
    height:0px;
    width:0px;
}

</style>

<-- add here your apex code for your form, pageblock etcetera -->

</apex:page>