How much control does a developer have with the appearance of GTK widgets besides the color of various parts?
I admit I am not experienced with GTK.
The reason for this is to support themes. Most users, including myself, like to be able to pick (or create) a theme most pleasing to them. If the developer was specifying where every pixel is drawn, then a user could not have themes (ie Windows) and every application would look different.
Best practice is to adhere to standard conventions adopted by the GTK+ programming community (google "GNOME HIG").
So, that being said and as Andrew mentioned, you can use GtkRC styles to really tweak the appearance, however, remember about the user's theme!
In most themes, the GtkFrame has an 'Etched In' border which is similar to that on windows--but again, that is dependent upon the user's theme. Try looking at your application under several themes to get a feel for it (themes use rc files).