We know that this is one of the bad little things in Nautilus that matters and need to be changed.
Hylke Bons, on the GNOME mailing list, has offered up his improvement on and as he says:
"I made a new thumbnail frame for image previews in nautilus. The current looks old and really needed some love. In my opinion, it looks much nicer and less crude than the current."
You can see the changes below:
the old look
and the new one