I'm pretty sure that this has been discussed before but I couldn't find anything in the forums.
Take a look at the attached image and it explains exactly the issue I'm having. I find this increadibly frustrating when working in Illustrator, especially when creating icons.
The "Cole's" notes are: stroked objects that are supposed to be aligned to the pixel grid are aligned visually - but their paths are not. Am I doing something wrong here? Is there a check box to uncheck? Anyone?