I think there's still room for an answer exploiting the magic append after command. This solution creates two styles crossed diamond and rounded crossed diamond that automatically, after having drawn the diamond shape, append the cross drawing the necessary paths starting from the anchors of the node.
To customize the length of the cross, the two styles accept it as an argument, but there are default values in order to have a cross which touch exactly the borders of the diamond when the line width is not customized (this is because the default values are set based on \pgflinewidth).
The basic usage is very simple:
\tikz\node[minimum size=1cm,crossed diamond=2ex]{};
gives:

while
\tikz\node[minimum size=1cm,rounded crossed diamond=2ex]{};
gives:

The specification of the minimum size is recommended.
Here is a detailed list of examples and the necessary code:
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{shapes.geometric}
\tikzset{
crossed diamond/.style={
diamond,
draw,
append after command={
[every edge/.append style={
shorten >=#1,
shorten <=#1,
}]
(\tikzlastnode.north) edge (\tikzlastnode.south)
(\tikzlastnode.east) edge (\tikzlastnode.west)
},
},
crossed diamond/.default={\pgflinewidth},
rounded crossed diamond/.style={
rounded corners,
crossed diamond={#1},
},
rounded crossed diamond/.default={4\pgflinewidth}
}
\begin{document}
\begin{tikzpicture}[minimum size=1cm, node distance=2cm]
\begin{scope}[blue]
\node[crossed diamond] (first) {};
\node[right of=first, crossed diamond={2ex}] (second) {};
\node[right of=second, crossed diamond={0.25cm}] (third) {};
\node[right of=third, crossed diamond={0.4cm}] (fourth) {};
\end{scope}
\begin{scope}[red]
\node[below of=first, rounded crossed diamond] {};
\node[below of=second, rounded crossed diamond={2ex}] {};
\node[below of=third,rounded crossed diamond={0.25cm}] {};
\node[below of=fourth, rounded crossed diamond={0.4cm}] {};
\end{scope}
\end{tikzpicture}
\vspace*{1.5\baselineskip}
\begin{tikzpicture}[line width=1mm,minimum size=1.5cm, node distance=3cm]
\begin{scope}[blue]
\node[crossed diamond] (first) {};
\node[right of=first, crossed diamond={2ex}] (second) {};
\node[right of=second, crossed diamond={0.4cm}] (third) {};
\node[right of=third, crossed diamond={0.6cm}] (fourth) {};
\end{scope}
\begin{scope}[red]
\node[below of=first, rounded crossed diamond] {};
\node[below of=second, rounded crossed diamond={2ex}] {};
\node[below of=third,rounded crossed diamond={0.4cm}] {};
\node[below of=fourth, rounded crossed diamond={0.6cm}] {};
\end{scope}
\end{tikzpicture}
\vspace*{1.5\baselineskip}
\begin{tikzpicture}[very thick,minimum size=2cm, node distance=3cm]
\begin{scope}[blue]
\node[crossed diamond] (first) {};
\node[right of=first, crossed diamond={2ex}] (second) {};
\node[right of=second, crossed diamond={0.5cm}] (third) {};
\node[right of=third, crossed diamond={0.75cm}] (fourth) {};
\end{scope}
\begin{scope}[red]
\node[below of=first, rounded crossed diamond] {};
\node[below of=second, rounded crossed diamond={2ex}] {};
\node[below of=third,rounded crossed diamond={0.5cm}] {};
\node[below of=fourth, rounded crossed diamond={0.75cm}] {};
\end{scope}
\end{tikzpicture}
\end{document}
The result:

\documentclassand the appropriate packages so that those trying to help don't have to recreate it. While solving problems can be fun, setting them up is not. Then, those trying to help can simply cut and paste your MWE and get started on solving the problem. This is especially important fortikzas there are numerous libraries. – Peter Grill Feb 15 '13 at 01:19