On every editable Data Grid cell, a special class is added. The class name looks like mendixDataGrid_tableData[type]Editable in which type can be one of String, Boolean, Currency, Date, Enum, Float, Integer and Long. So for a string attribute, the class name would be mendixDataGrid_tableDataStringEditable. With these classes it should be possible to style any editable Data Grid cell.
You could use this CSS selector to style all editable cells without having to list all type classes (works only in browsers that support CSS3).
[class*="mendixDataGrid_tableData"][class*="Editable"] {
border: 1px solid red;
}