I think the dashed borders version looks better. Two hints:

1. Go into the strokes panel and play around with the dashed line settings, you'll work out in about 5 minutes how to make cool dashed lines of various settings, including the dash-dot-dash-dot typical of national borders in many maps and atlases. Also look into what rounded corners does to your dashed lines.

2. Try adjusting the thickness of the dashed lines to 0,5 pt or even 0,25 pt. With the coloured edges you don't really need such a thick dashed border, it's a bit too visible (still, it's a matter of taste) and detracts from other features (including the colours).