On thing to check would be the cellspacing and cellpadding defined in the theme file. That's probably it if it happens with other sheets.
The other thign is to run your page throught the XHTML validator at w3.org and see if there are errors. That may pinpoint it. (Like if you've got something in your header overriding the stylesheet - posting a URL would allow someone else to see it as well and possibly identify
)