It sounds like you need to make a lot of customizations to the default settings for YUI Grids, which for me, kind of semi-defeats the point of using it -- or rather, makes it less flexible and thus less effective.
Have you watched the talk given by Nate Koechley yet? From memory I think he does mentions that it's possible to change the gutter between the columns and explains how to make customizations.
http://developer.yahoo.com/yui/grids/
Basically you can dig into the CSS files for grids and identify where the gutter between columns is set and adjust that in your own CSS file.