Why are you talking about "wrong codepoints"? The euro sign is not in the default charset on purpose.
Well, the problem is, that SFML is using Unicode everywhere, but still referencing to ISO-8859-1 charsets per default. That means you get problems when working for example with TextEvent.Unicode. You can't just display the proper character. IMHO this should work for at least latin-1.
Your default charset just includes ISO-8859-1, which is just outdated. At least ISO-8859-15 should be supported, thus providing the Euro sign. Together with Unicode support everywhere in SFML, the proper codepoints should be changed to use their Unicode equivalents.
Also, I've implemented a replacement glyph for invalid codepoints. That means, when you try to print out a glyph that wasn't loaded through the charset, that glyph gets printed out instead of just nothing, like it is currently.
Yeah, I should probably add that in SFML 2.0
SFML 2.0? That's a quickfix?!