Thanks for the update ChemE. I had a look but I'm just worried that using such approach and the time consumed for the MCU to startup (crystal + waiting) + bootloader will bee too much. I think you can change the fuses from 65ms to 4ms delay start-up, but still 4ms wasted compared to only 60uS wake-up time from sleep. I think you can set the fuse to 0ms, but sounds too risky - maybe I'm just being too cautions.
Anyway, this is sounds a great approach for applications that require a fixed running time and only wake up after longer periods to compensate the start-up time. My application requires a bit more o flexibility regarding how long it will wake up and run, so having the power being shutdown by an external hardware would make very difficult to code, specially without things being preserved in RAM.
I'm think the +-6uA via a step-up regulator still pretty good, specially running from a single AA, but certainly will do some trials removing the regulators and using the 2xAA Lithium batteries with sleeping mode.