Nuno,
Paulo's solution is very simple. I'm probably over-fussy but I don't like scaling images as you get blurriness, especially on retina displays and/or when you scale to a factor larger than one.
I wrote a small package some time ago that uses font icons for markers, which scale perfectly. You can either use the naked icons (ie the map pin) or for more complex glyphs go to a "bubble" marker. There is a demo
here, and the code is
here. Its more work and more code but looks prettier (to my eye). You may not like the extra download weight of the font(s) of course.
I don't hide markers at a certain zoom, but instead change to a map pin at some point and use the fantastic
marker cluster plugin to collapse multiple markers at other levels. You can of course hide markers, but it might be a bit confusing. I can tell you how if that's what you really want...
Cheers
Tim