Hey there.
Today some weird stuff is going on with the Atlas-Creation.
1. Completely empty Scene. Imported latest NGUI Version.
2. Added some Sprites (.PSD Files) to my Project
3. Opened up the Atlas Maker, selected all the Sprites and hit "Create"
4. Hit on "View Sprites" and got this:

Clearly this is not what I want.
And another thing. Sometimes this isn't even working, the results above are the "best" I could achieve today. Almost 50% of the time the Atlas isn't created and I get an MissingReferenceException regarding "Texture2D":
"MissingReferenceException: The object of type 'Texture2D' has been destroyed but you are still trying to access it.
Your script should either check if it is null or you should not destroy the object.
UnityEngine.Texture.get_width ()
UIAtlasMaker.PackTextures (UnityEngine.Texture2D tex, System.Collections.Generic.List`1 sprites) (at Assets/NGUI/Scripts/Editor/UIAtlasMaker.cs:144)
UIAtlasMaker.UpdateTexture (.UIAtlas atlas, System.Collections.Generic.List`1 sprites) (at Assets/NGUI/Scripts/Editor/UIAtlasMaker.cs:531)
UIAtlasMaker.UpdateAtlas (.UIAtlas atlas, System.Collections.Generic.List`1 sprites) (at Assets/NGUI/Scripts/Editor/UIAtlasMaker.cs:646)
UIAtlasMaker.UpdateAtlas (System.Collections.Generic.List`1 textures, Boolean keepSprites) (at Assets/NGUI/Scripts/Editor/UIAtlasMaker.cs:629)
UIAtlasMaker.OnGUI () (at Assets/NGUI/Scripts/Editor/UIAtlasMaker.cs:976)
System.Reflection.MonoMethod.Invoke (System.Object obj, BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) (at /Users/builduser/buildslave/monoAndRuntimeClassLibs/build/mcs/class/corlib/System.Reflection/MonoMethod.cs:222)
"
I also tried to delete and reimport NGUI, but it didn't help at all :/
EDIT_01:
Just tried this on a completely new and empty Project. Same stuff. It's working with weird results or it doesn't and gives me this error.