I haven't quite figured it out yet, sorry. So if someone has a solid solution, I would be interested to see it, too.
I can tell you that it involves scaling the sprite to fit the screen pixels, though.
I do, however, use something slightly similar in my current project, to draw lines. So I could show you that, if you are interested, but I don't think it can be directly translated, though, and maybe it is a little messy, too...
EDIT:
Argh, I see now that you were actually talking about scaling your sprites, and I had somehow gotten it into my head that you meant zooming the view...
In that case, just make sure that you always scale to a whole number.
So if you have a float scale variable, then you just do:const float &flooredScale = floor( scale );
sprite.Scale( flooredScale, flooredScale );
Or maybe more correctly:const float &roundedScale = floor( scale + .5f );
sprite.Scale( roundedScale, roundedScale );