having the game engine scale the image is not as cpu intensive as you might think. video cards are always creating scaled textures for use as mip maps, its one of the reasons we have such awesome framerates. once the image has been scaled it is stored in memory (wether it be system, video, or virtual memory) and the cpu needs not touch it again except to use it. all textures are kept loaded in memory anyway. the images would simply be scaled as part of the loading process.
as i understand the way the hud works, the ani files are used as textures on top of a hard coded 2d polygonal mesh. the mesh then deforms its self to create moving gauges such as the weapon energy gauge. i think that this mesh should be editable so that modders may create gauges anywhere on the screen they want, in any shape they want. then define how the mesh deforms.
an alternitive to rendered gauges would be pre rendered, or animated gauges. this is similar to how microsoft's flight simulators (any of them) work. they are kinda cpu intensive, but they work. you simply have frames of different gauge readings. the frame index then counts up or down. for example you could have a 100 frame animation of an afterburner energy bar the first frame shows the gauge reading 0%, the second frame indicates 1% power, the third indicating 2% and so on. so if you have 50 percent power, then ani frame number 51 is used. of course 100 frames is a few too many, so you may only use 20 frames and round to the nearest 5%.