You should set both MinFilter and MagFilter to point, on SamplerState[0].
If you are using SpriteBatch for your drawing, you will need to specify SpriteSortMode.Immediate when you call SpriteBatch.Begin, and set these states immediately after the Begin call, but before calling SpriteBatch.Draw. Otherwise SpriteBatch will reset the states to normal filtering mode for you.
I'm actually not convinced it is such a great idea to set point sample filter mode, though! If you don't like the look of the filtering, wouldn't it be easier to just clamp your sprite positions before you draw them, to avoid ever rendering at a fractional screen location?
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