I would suggest you not to use vertical rules at all (the booktabs package documentation has some arguments in favor of this recommendation); if you add vertical rules, they won't interact well with the booktabs package (as you've noticed) and trying to make the rules work will spoil the table layout:
\documentclass{article}
\usepackage{array}
\usepackage{booktabs}
\begin{document}
\begin{center}
\begin{tabular}{@{}c>{\bfseries}lcccc@{}}
\toprule
& \multicolumn{5}{c}{\textbf{Political Party Preference}} \\
& & \textbf{Democrat} & \textbf{Republican} & \textbf{Independent} &
\textbf{Total} \\
\cmidrule(r){1-2}\cmidrule(lr){3-3}\cmidrule(lr){4-4}\cmidrule(lr){5-5}\cmidrule(l){6-6}
\textbf{Gender} & Male & 11 & 7 & 2 & 20 \\
& Female & 7 & 8 & 1 & 16\\
\midrule
& Total & 18 & 15 & 3 & 36\\
\bottomrule
\end{tabular}
\end{center}
\end{document}

Or even like this:
\documentclass{article}
\usepackage{array}
\usepackage{booktabs}
\begin{document}
\begin{center}
\begin{tabular}{@{}>{\bfseries}lcccc@{}}
\toprule
Gender & \multicolumn{4}{c}{\textbf{Political Party Preference}} \\
\cmidrule(l){2-5}
& \textbf{Democrat} & \textbf{Republican} & \textbf{Independent} &
\textbf{Total} \\
\cmidrule(r){1-1}\cmidrule(lr){2-2}\cmidrule(lr){3-3}\cmidrule(lr){4-4}\cmidrule(l){5-5}
Male & 11 & 7 & 2 & 20 \\
Female & 7 & 8 & 1 & 16\\
\midrule
Total & 18 & 15 & 3 & 36\\
\bottomrule
\end{tabular}
\end{center}
\end{document}

booktabspackage. I also removedthanksand your name- the best way to thank folks is to upvote answers :) and your name appears in the bottom right of your question :) Welcome! – cmhughes Sep 14 '12 at 18:42