You can also try to use photoshop's or gimp's "magic stick". It's a tool that allows you to make selections by the color (or a variety colors and shades, depending on how you set it up). It always depends on the picture. If it has a very good contrast to the background, this tool might work quite nicely!!!
For sprites where the magic wand tool is able to accurately select your sprite, this is a better option.
Magic Wand selects sprite
New layer via Cut
Delete the lower layer
And voila, you have just the sprite, everything else is transparent.