OK I am going to join the party as this is exactly what I have been testing this past week. I have a uCurrent Gold and running on an 8Mhz 3.3v Nano Pro from this site:
https://www.sparkfun.com/products/11114
I have un-soldered the smt jumper to bypass all voltage regulating and running off of 2 AA Batteries.
I am using the BinarySwitchSleepSensor sketch from the MySensors library. This uses pin 2/3 as an interrupt and sleeps until a pin hits GND. It wakes up, sends the new state, and goes back to sleep. The sketch also makes pin 2/3 high and uses the internal pull-up resistor.
Originally I was getting 23-24uA in sleep mode when GND was not connected to pin 2/3. 117uA when GND was connected to pin 2/3. We will refer to this as open and closed pin state.
Here is my methods:
I downgraded my version of Arduino IDE to 1.0.6 from the latest build 1.6.5 and here are my new numbers:
2.5-2.7uA sleep mode - Open pin state
98-100uA sleep mode - Closed pin state
Then I deleted from the sketch the digitalWrite on pin 2/3 and used an external resistor thanks to the advice from AWI. I plugged in an 10M Resistor to pin 2 to VCC and GND was the switch. Here are my new numbers:
2.5-2.7uA sleep mode - Open pin state
3.1-3.2uA sleep mode - Closed pin state
So far today I have not gotten any false positives in my setup which is freaking amazing.
Now I used a quick sketch "DallasTemperatureSensor" from the MySensors library to test what my current would be in sleep mode with a watchdog timer. I did NOT connect a temp sensor but my sleep current is: 7.6uA - 7.8uA.
I hope this helps and if you need any testing let me know.
I have a post on the Arduino forums here:
http://forum.arduino.cc/index.php?topic=341958.msg2360300#msg2360300
You can see me talking to the guy who actually wrote up the gammon website and you can ask him things directly if you ever wanted too. Very helpful guy!