Not myself, I have used a number pictures that were on the SD card and they all looked fine.
Just a thought; the ones that are on the SDcard, what size are they? Although the screen is 800x480, the actual wallpaper size required is larger (800x600? can't remember where I've seen this) because it scrolls with the home pages. An 800x480 image would have to be resized and might account for the fuzziness.