I tried drawings sprites on sketchbook, but it exports with a solid background , which means sprites will have a white box around them. Which apps will export with transparency aka. Alpha channel?
Paper by 53 but it's not really for sprites. http://support.fiftythree.com/customer/portal/articles/895173-sharing-and-exporting#turn-background-off
Brushes app will do it- http://brushesapp.com/ Used for many of my apps edit: not for sprites, but it'll do transparent exports.
You could continue to export using your existing package but wherever you want transparent you set it to a particular colour (eg hot pink). You can then use MS Photo editor to mark your chosen colour as transparent. In the past I have used MS Paint and MS Photo Editor to make sprites. It's rather primitive but at least uses stuff you have pre-installed in Windows.