In File> User Preferences> Themes> 3D View (or Ctrl+Alt+U) you can change the 'Active Object' colour and 'Outline Width' property:
If you want to change the colour of multiple selected objects' outlines, you will also need to change the 'Object Selected' colour. The 'Active Object' property will only change the colour of the outline for the last selected object.
Increasing 'Outline Width' give this effect:
As far as I can see, you can't change the thickness of the 'Edit mode' wire, only the 'Object mode' wire.