uh... are these being rendered in preview? from the modeling window?
If so, use page up and page down keys to change resolution on your preview... my avatar in progress is a sphere made by:
1. lathing a 3cp line
2. deleting the lower 2 sections (leaving a circle in the top view)
3. rotating the circle 90 degrees along the x axis
4. deleting left half of circle.
5. breaking line between ends of half circle
6. moving remaining arc to right one "bump" with right arrow key
7. lathe arc.
this will give you a sphere with a slightly open top and bottom.
I believe it is squashable with no creases...
but, I haven't tried it yet.
re reading your post.... I see...
Right now, any method that I try in which all the CPs connect to eachother results in problematic shading on the sphere.
that may be the problem... I don't think you absolutely must join all the cps... but if you do, you may have to adjust the bias of the cps that are causing the creases... there is a tutorial that quickly shows this... I'll find it and report back... here it is: <edit off>qvids
clcik on the green sphere in the lower box... larry does it on the left, I do it on the right... he uses a 2 cp spline... i did 3 I dunno why, I just did.