I detected a memory leak in my application using SFML 2 and went to investigate using the _CrtDumpMemoryLeaks() method in Visual Studio 2010. All of my allocated pointers are properly being deleted(I triple checked this), but the tool reported a leak in sfml-graphics.dll (more precisely when rendering a sprite using the method window.draw(image), where image is an instance of sf::Sprite.
Surely, if this really is an issue of SFML, I can not continue to use this library for serious projects.