Can you elaborate a little more on the matter? When you say "sprite thing" do you mean a game sprite like below:
Well, you can find sprites very easily. Run a Google search for the sprites you want (e.g. Pokemon sprites) and render them out IF they are not already. To tell if they are already rendered, check the file type and open them in PS; most are saved as GIF or PNG. However, if you come across a set of sprites that are not rendered, you can do so yourself easily by using the magic wand tool. Set the Tolerance to 0 and un-check Contiguous and simply select the areas you wish to delete (note you may or may not have to unlock the background layer depending on your course of action). For using them, try finding sprite tutorials (if you haven't already).
And there are plenty of sites around the net that offer sprite sheets (e.g. http://www.spritesheets.net/) Just google it a bit