Anything involving text display is going to vary according to browser, OS, and individual computer. Different browsers have different rules for font substitution and different ways of sizing characters.
:: detour to dec/hex translator ::
Oh, that one. Hex 2605, UTF-8 E2 98 85. I suppose it's no use suggesting an asterisk instead? This unicode block was imported complete from the old Zapf Dingbats font. So you should expect to see good font support on Macs, not-so-good on Windows. And this, in turn, means that font substitution gets involved.
Have you considered Option 3? Make an image and save it in data-image format. There are www sites that will do it for you. The filesize will be about 30-40% bigger than an image file-- but it doesn't involve a separate browser request, so you should come out ahead. Data images will not work on MSIE <=7.
Option 4 is SVG, but that's on the distant horizon. (It was supposed to be one selling point of xhtml instead of html, but they never got around to developing the xml side.)