I almost posted the very same thing the other day.
There are also times when it would be good to go the other way - strong colour for the fill but no borders. If you have lots of small areas the borders can drown out the fill colour - whereas turning off the borders would allow an almost continuous colour representation.
It would be great to have such flexibility.
I just realised that you actually can turn off borders, which helps with the other point I added but not with Shawn's original suggestion.
Whilst that gives the effect I was after for a brief period as the map is being drawn, the anti-aliasing (or whatever it's doing) results in fine gaps between the shapes by the time it has finished drawing, which detracts from the effect a bit.
The attached 3 images show what I mean. The example is just colouring all US zip codes by numeric zip code, to show the distribution of zip code numbers across the country. The 3 images show the effect with the default border enabled (notice how the borders wash out the colour completely in the densely populated areas), a screen-grab taken mid-draw with the border disabled (which is the effect I was after) and then the final result with no border, showing the impact of the fine gaps between the shapes. The final no-borders view isn't bad - but the interim view would be better for this.