Here's something Mike Blanchette did for his test site: placing a border around the large images in your albums. It looks nice.
Put this in your custom css. Adjust border width, shadows, and colors to your liking. The box-shadow is pretty subtle, so you could eliminate that. Or play with it:
border: 1px solid #A39994;
box-shadow: 2px 2px 4px rgba(0,0,0,0.4);
Having done some testing and experimentation adding borders and padding to Photoswipe's images, I have concluded that Photoswipe simply is not built to nicely handle such styling. I must recommend against customizing your gallery in this way.