It depends on the type of border that you like. Whenever you do edging on a blanket, crochet in single crochet all the way around the blanket making sure to put three single crochet in each corner so it doesn't look funny. Then you can continue and do the edging you want.
You can add fringe, which wouldn't really require crocheting a border. Here is a link on how to do that:
http://crochetcabana.com/tutorials/fringe.htm This link does not use a pattern; she explains it step by step.
A picot border is like this:
http://images.google.com/imgres?imgurl=http://www.woolcrafting.com/images/crochet-picot-edging-2sc.jpg&imgrefurl=http://www.woolcrafting.com/crochet-picot-edging.html&h=136&w=300&sz=22&hl=en&start=1&tbnid=ECu8s4_q5GLGEM:&tbnh=53&tbnw=116&prev=/images%3Fq%3Dcrochet%2Bpicot%26gbv%3D2%26hl%3Den%26sa%3DG
Personally, I think a picot border is cute when it is spread out a little bit like the photos further down the page. If you want to space them about three stitches apart, I will explain it step by step:
1. Work a round of single crochet like I mentioned above, make sure to work 3 single crochet in each corner. Join with a slip stitch to first single crochet. You can turn it if you want to, it doesn't really matter.
2. Chain 3, single crochet IN THE FIRST CHAIN (this would be the third chain from the hook).
3. Single crochet in the next single crochet on your project (this would be from the round of single crochet you just did).
4. Single crochet in the next three stitches.
Repeat steps 2 through 4 until you get to the end. If, when you get to the end, you find that you are one or two stitches short, you can adjust it by doing a single crochet decrease (especially on the corners) or making a single crochet increase. If the yarn you are using is the same color as the afghan, it should blend in fine.
How to do an increase and a decrease:
http://www.crochetcabana.com/tutorials/single-crochet.htm (You can look at her tutorials on how to work an increase or a decrease. The links are at the bottom of the page.)
Then there's the scallop (or shell) version for edging:
http://images.google.com/imgres?imgurl=http://www.woolcrafting.com/images/crochet-picot-edging-2sc.jpg&imgrefurl=http://www.woolcrafting.com/crochet-picot-edging.html&h=136&w=300&sz=22&hl=en&start=1&tbnid=ECu8s4_q5GLGEM:&tbnh=53&tbnw=116&prev=/images%3Fq%3Dcrochet%2Bpicot%26gbv%3D2%26hl%3Den%26sa%3DG
1. Work a round of single crochet, making sure to work 3 single crochet in each corner. Join with a slip stitch to first single crochet. Chain 1, do not turn.
2. Single crochet in same place
3. Skip two single crochets (from the previous row)
4. Work 3 or 5 double crochets (depending on how big of a shell you want) in next single crochet
5. Skip two single crochets
6. Single crochet in next stitch
Repeat steps 3 through 6 all the way around. Again, if you have a few extra stitches, you can adjust it by skipping three single crochet in a few areas or by skipping just one. You can also work an increase or a decrease on one of the single crochet stitches if you need to. When you are finished, be sure and join it to the first stitch of the edging round with a slip stitch.
Most crocheters will tell you that you have to count your stitches and have a certain number when you work an edging. I don't normally worry about that and my edgings have been fine. It really depends on the edgings, but these two examples use few enough stitches, you shouldn't have to worry about that--unless you really like counting.
~Edit~
If you are using a different color yarn for the edging, do a round of single crochet in the yarn that is the same color as the blanket, then do a round of single crochet in the edging color. It will look better. Sometimes when working a round of single crochet, it can be tough to know exactly where the stitches go when working on the sides of rows. Doing a round of single crochet in the same color will make it blend in better.
~Happy Crocheting!~