Well, I can tell you the old fashioned way to do it, because I'm a crusty old codger who wears suspenders and uses Linux! Nyah! On with the show!
(Ambient hikes up his pants and moves his toothpick to the side of his mouth) Back in my day, we had to hand code graphics for our oscilloscopes with ones and zeroes! And we LIKED it too! (Ambient gets whacked in the head with a copy of Microsoft's court history, passes out)
Anyway, the best way to get sprites for games IMHO, assuming the sprites are from games like Mario Bros that you could buy in the store, is to whip out an emulator with snapshot support and rip graphics to your heart's content! Of course, this method is slow, because you have to snap animations one frame at a time and then do some serious editing to prepare the sprites for your GIF animating thing. Not to mention, to use the emulator you have to have (gasp!) ROM images, which some gamers have qualms over the legality thereof to the affidavit party of the second part.
You can download graphics from games at sites like TMK and vgmuseum.com, but the only way to assure that you will get what you need is to make the files yourself.