This should be your selector:
<?xml version="1.0" encoding="utf-8"?>
<selector xmlns:android="http://schemas.android.com/apk/res/android">
<item android:drawable="@drawable/image_border_blue" android:state_pressed="true"/>
<item android:drawable="@drawable/image_border_dark_grey" android:state_focused="true"/>
<item android:drawable="@drawable/image_border"/>
</selector>
And just add these drawables:
image_border_blue
<?xml version="1.0" encoding="UTF-8"?>
<shape xmlns:android="http://schemas.android.com/apk/res/android" >
<solid android:color="@color/blue" />
<stroke
android:width="4dp"
android:color="@color/light_grey" />
<padding
android:bottom="4dp"
android:left="4dp"
android:right="4dp"
android:top="4dp" />
</shape>
image_border_dark_grey
<?xml version="1.0" encoding="UTF-8"?>
<shape xmlns:android="http://schemas.android.com/apk/res/android" >
<solid android:color="@color/dark_grey" />
<stroke
android:width="4dp"
android:color="@color/light_grey" />
<padding
android:bottom="4dp"
android:left="4dp"
android:right="4dp"
android:top="4dp" />
</shape>