When it's time to break your sweet design to single particles, look for the easiest way.
This gives me the shits.
I export every image, sprite or whatnot manually. Especially if it's a JPG or GIF so you can muck around with the settings for each individual image. Some progressive loading, some with lower or higher quality, more colours, matte, etc.
It doesn't take a ton of time, and maintaining a good sprite makes life a lot easier.