If you use texture compression, that will cause bleeding problems. And texture filtering mode is an another culprit.
There are few solutions.
* Use uncompressed 32 bit textures atlas with point filter mode for those sprites that cannot be smudged at all
* If you have to use another filter mode, then add safe zones to image (repeat same color) and adjust sprite dimensions (x, y, width, height) so the preview only shows "good" part
EDIT:
I also forgot that some change during NGUI 3.0.x changed the atlas thing, so you have to update all textures in atlas if they have transparency in them (assuming that you have update NGUI during your project). So select all of them from Unity and press Update in Atlas maker.