well, imagine i want to sample pixel a and pixel b and weight them both by 50% (average them). i can do that by two tex2D's or by one, sampling halfway between them (assuming they're neighbours). now imagine i want to weight them differently, say 90% a and 10% b. i can still do that with only one tex2D, now 10% away from a in direction of b.
that's what i'm calculating. instead of just the weights for each pixel i store a sampling position and a combined weight. also, the kernel is not symmetric (the weights are, but then, it's only some bytes). you could calculate everything in a shader, only storing one side of the gaussian convolution and reconstructing the rest, of course. but that will definitely be slower, way slower.
i think i see how you misunderstood my idea, so i'm sorry for not being more precise ^^.

edit: by the way, odd numbers work fine as well.