Hi Arnold,
No, there is no way no apply the line width to the marker.
For circles or like, I can suggest a dirty trick. Make two or more
passes
with clones of your graph object. Each object having slightly different
marker sizes. Example
TGraph *gr1 = new TGraph(....
gr1->SetMarkerStyle(4);
Float_t msize = 1.5;
gr1->SetMarkerSize(msize);
gr1->Draw("alp");
TGraph *gr2 = (TGraph*)gr1->Clone();
gr2->SetMarkerSize(0.9*msize);
gr2->Draw("p");
Rene Brun