How to set button style in android

You need to create a 9-patch drawable. In order to have no gap (margin) between the buttons you need to create the appropriate layout in XML and set the margin to 0.

1- create shapes (with desired colors) for pressed and released states

To create the shapes I would suggest this great website the will do it for you: http://angrytools.com/android/button/

drawable\botton_shape_pressed.xml:

<shape xmlns:android="http://schemas.android.com/apk/res/android"
    android:shape="rectangle">
    <gradient
        android:startColor="@color/pressed_button_background"
        android:endColor="@color/pressed_button_background"
        android:angle="45"/>
    <padding android:left="7dp"
        android:top="7dp"
        android:right="7dp"
        android:bottom="7dp" />
    <corners android:radius="8dp" />
</shape>

drawable\botton_shape_released.xml:

<shape xmlns:android="http://schemas.android.com/apk/res/android"
    android:shape="rectangle">
    <gradient
        android:startColor="@color/released_button_background"
        android:endColor="@color/released_button_background"
        android:angle="45"/>
    <padding android:left="7dp"
        android:top="7dp"
        android:right="7dp"
        android:bottom="7dp" />
    <corners android:radius="8dp" />
</shape>

2- create a selector for the two shapes

drawable\botton_selector.xml:

<?xml version="1.0" encoding="utf-8"?>
<selector xmlns:android="http://schemas.android.com/apk/res/android">
    <item android:drawable="@drawable/botton_shape_pressed"
          android:state_pressed="true" />
    <item android:drawable="@drawable/botton_shape_pressed"
          android:state_selected="true" />
    <item android:drawable="@drawable/botton_shape_released" />
</selector>

3- use the selector for the button

<Button
    android:id="@+id/button1"
    android:layout_width="wrap_content"
    android:layout_height="wrap_content"
    android:text="@string/test"
    android:textColor="@color/blue_text"
    android:onClick="testOnClickListener"
    android:background="@drawable/botton_selector" />

9-patch would work fine here, but I try to avoid them since it's hard for me to do them :(

You can try having a selector and using a shape for each state:

The shape would look like this:

<?xml version="1.0" encoding="UTF-8"?> 
<shape xmlns:android="http://schemas.android.com/apk/res/android" 
     android:shape="rectangle">

    <solid android:color="#AAFFFFFF"/>

    <corners android:bottomRightRadius="7dp"
        android:bottomLeftRadius="7dp" 
        android:topLeftRadius="7dp"
        android:topRightRadius="7dp"/>
</shape>