In CSS Sprites you will often find padding between each image. I believe the idea is so that if the page is resized then one image won't bleed into another.
I think this depends on the different types of browser zoom (best explained by Jeff).
However, I haven't been able to see this behaviour in my tests. Is this only a problem with older browsers? (I havent been able to test with IE6 at the current time so I'm counting that as 'old').
Should I still worry about leaving space? Its kind of a pain.
For instance :
A CSS Sprite I found for AOL has padding between each image : VIEW
but The Daily Show decided not to bother : VIEW