All of those are either borders or backgrounds. See post #2 in this thread for explanations of the gray next to the menu and the two gray bars on the sides. As for the other two they are borders on posts and the footer.
For instance if you look in ATO>Style & edit Footer you will see this code on your site.
border-top:5px solid #FAFAFA;color:#999999;font-size:11px;padding:10px;text-align:center;width:auto;
You just need to get rid of the border line to eliminate the bottom gray line. You will see similar code ATO>Style Posts & Pages.