Thus, the safe route to use is to go through the database to round anything, unless you really do not have any choice.
This time it was the LSCurrencyFormat function which caused the headaches. It will round down at the .5 fraction rather than round up which is very annoying and disturbing at the same time. Here is a function specifically made for currency handling and it does not handle the basic calculations correctly.
Example code (comparing the round behavior against LSCurrency):
<cfloop from="0.001" to="0.009" step="0.001" index="fraction">
<cfset Amount = 1.10 + fraction>
number: #Amount# ls: #LSCurrencyFormat(Amount,'none')#
compare to rounded #Round(Amount *100)/100# <BR>
Unfortunately, I had flip back all the use of LSCurrencyFormat and pre-round the numbers via the database before passing them to this function. I do hope that Adobe does a little more testing on rounding for these in the future.