[Kamikaze Chinchilla]

@Fallen: Like this (though this is zoomed at 600x the actual size)

left doesn't have a pixel border.
middle has a pixel border, but it's not in the proper coloration.
right is the correct border and coloration.

I usually pixel border my stuff in black color, so I know where my pixels are going. Then I lock the transparency on the pixel border layer and recolor it. Not all of the artists on this site actually use this method though, and just use a quick brush along the outer edges.