I currently have the following red border, signifying invalid entry, around textboxes in an application.
It just doesn't look right to me, it has square borders around rounded corners and the drop shadow is the wrong colour.
What is the best way of achieving a decent looking border around the text boxes?
This doesn't directly answer your question, but as a user, I almost prefer that the background color change to a shade of red, with a low opacity value. It catches the eye well without being too "in your face".
That said, can you get the desired border effect to look better simply by specifying the red border's CornerRadius value, while changing the TextBox's BorderThickness to 0?
Extract the TextBox template using Expression Blend and modify the ValidationStates to suit your desires.