One of the changes I noticed most from switching from Ubuntu 14.04 to 16.04 was the lack of borders, and use of shadows on windows. Initially, I thought this was pretty neat, but having black terminals that disappear into each other bothers me too much. Thus, I decided to restore the border.
To see the difference, compare the images below:
Edit the file at
sudo gedit /usr/share/themes/Ambiance/gtk-3.0/apps/unity.css
Near the top, change:
-UnityDecoration-extents: 28px 0 0 0;
-UnityDecoration-extents: 28px 1px 1px 1px;
Then log out and in again.