The theme I use in WordPress gives all images a thin border. For smileys, this is ugly.
Luckily WordPress gives smilies their own CSS class, so we can rectify this by making a small addition to the end of the themes stylesheet (style.css)
img.wp-smiley { border:none; }
Add this to the very bottom and it will overwrite earlier border changes to images, allowing smilies to have a special style of no border.