I would like to draw border for each row in a wxPython grid different (e.g. bold or broken line) based on data in the respective row. How can I achieve this result? 
I am using python 2.6 and what I need is some pointers and/or suggestions.
Take a look at the wxPython demo. I think the demos that you'll find the most helpful are the following:

wx.Grid showing Editors and Renderers
GridLabelRenderer which is from wx.lib.mixins.gridlabelrenderer

Those will probably get you started. When you get stuck, ask on the wxPython mailing list. They'll be able to help you out.
How to draw border differently for each row in a Grid of wxPython?