In *File*> *User Preferences*> *Themes*> *3D View* (or <kbd>Ctrl</kbd>+<kbd>Alt</kbd>+<kbd>U</kbd>) you can change the 'Active Object' colour and 'Outline Width' property:

![enter image description here][1]

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.

![enter image description here][2]

Increasing 'Outline Width' give this effect:

![enter image description here][3]


  [1]: https://i.sstatic.net/E8J0O.png
  [2]: https://i.sstatic.net/jyUhg.png
  [3]: https://i.sstatic.net/wDeAx.png