This has been an issue for a while since the shape tool got a major refactoring and was hoping that this would have been fixed by now, but since it hasn't I want to make sure this issue is known and people are aware.
This used to be default behavior (before CC and CS6):
When you were zoomed out to 100% and used a vector tool (shape tool), you could draw anywhere and the edges would be aligned on pixels by default because if you are zoomed out to 100% you literally cannot click on a fraction of a pixel.
Since there is now the "snap vector tools and transforms to pixel grid" option, yes you can automatically snap to pixels, but you should still be able to have vector tools line up on the pixels when zoomed to 100% and have snap turned off. I do not understand why this change was made.
Article regarding CS4/CS5 in how to align shape tools perfectly: If you have Snap to Pixels turned off, drawing at 100% zoom achieves the same result.