Ok, you've got your idea and your layout and you're ready to get started on that sprite comic. Only one problem, you need some sprites first.

Step 1: Finding Sprites

There are a couple of options when it comes to getting your sprites. The first is to find sprites that other people have already captured. This is certainly the quickest and easiest way to do things. In addition, the sprites online are usually laid out on nicely organized sprite sheets so all you have to do is save the images files on your computer and you're done. Just keep in mind that some people want to be credited for their work. If you want to find sprites do some Google searching (both regular search and image search). Good words include sprite, sprites, sprite sheet, and the name of the character or game you want sprites of. You can just search for the particular sprites you want or you can look for sites with large collections of sprites (such as The Shyguy Kingdom or The Spriters Resource). The problem with this approach is that you never know if you'll be able to find the sprites you want. In general, it's easier to find sprites from a popular game (like Mega Man) than a more obscure one like Star Tropics. However, even with popular games, you won't always find many sprites and even the best collections are usually missing quite a few sprites. Using Pokémon Ruby/Sapphire as an example, it's pretty easy to find sprites of the pokémon themselves but I haven't seen any good collections of NPC or background sprites.
If you can't find the sprites you want online, or just want to do everything yourself, you'll have to capture your own sprites. This process is a lot more involved and time consuming and requires the use of an emulator, ROM, and an image editor. Since this takes a while and you're probably going to need a good (though not necessarily complete) set of sprites when your comic starts, you should start capturing as soon as possible.

Step 2: Getting Ready to Capture Sprites

Decided to capture your own sprites? Ok then, let's get to work. First off you'll need an emulator and a ROM. We'll start with the emulator. By now you should know what game(s) you'll be wanting sprites from, you should also know what system that game is from (for example Mega Man III is for the NES, Sonic 2 is the Genesis, Pokémon Ruby is the Gameboy Advance, etc). To save you the Google search, The Emulator Zone is a great place to find emulators for just about any system. So go there and download emulators for any systems you need. Keep in mind that not all emulators are created equal, you may want to try out multiple emulators for each system and see which one you like best. Most important things to look for in an emulator (at least as far as sprite capturing goes) are lots of slots for save states and quick saves, the option to freeze the game at any time, a built in screen capture feature, and the ability to enter Gameshark codes (or Action Reply codes, or something similar) (you can use these codes to make it quicker and easier to get to the sprites you want by powering up your character, skipping ahead to different areas, or the like).
Now you'll need a ROM of the game you want sprites from (Note: if you're getting sprites from CD or DVD based games you may want to look for an emulator that can play the actual game CDs themselvese so you don't need to bother looking for a ROM). A ROM is a file that contains the game data and can be played with an appropriate emulator. However, there's something important you should know. While emulators are completely legal, ROMs are only ok IF YOU OWN THE ORIGINAL GAME (and even then they're legally gray). While ROMs are great if you want to play a game you own on your computer (and maybe use some special features such as quick save, screen capturing, and the like), lots of people use them to play games they don't own for free, which is ILLEGAL. Because of this, I can't tell you where to get ROMs, you'll just have to do some Google searching. Be careful though, a bunch of fake ROM sites sprung up a while ago. Basically they have no ROMs and trying to find the ROMs supposedly on them just results in going through a long circle of links while wading through a bunch of ads (some of which are not appropriate for kids). They can make searching a bit of a pain but keep it up and you'll find the ROM you're looking for eventually.
A Note on ROM Legality: Technically, you're allowed to make as many copies as you want of media that you legally own provided said copies are for your own personal use and aren't given away, sold, etc. However, that's something that music, movie, and game companies aren't too happy about (they'd much rather that if you want several copies of something you'd buy each copy so they get more money). While the law is technically on your side (provided that you own the real thing and all copies are for your own use), big companies have the money and lawyers to run said law into the ground if they want to.

Step 3: Capturing Sprites & Making Sprite Sheets

Now that you've got your emulator and your ROM it's time to start making your sprite sheets. A sprite sheet, by the way, is a single image file (typically a large single color rectangle) covered with a bunch of sprites, usually organized some way. First off, make some folders on your computer. You're going to want one to store your sprite sheets and another to store you screen captures. Now open your image editing program of choice (for example Photoshop or Paint) and create some blank sprite sheets. You may want to name them after what they hold. For example a few of the sprite sheets I use for Pebble Version are called: Brendan, May, Pokémon, Misc NPCs, Buildings, and Misc Items. The better you organize your sprites the easier it is to find what you want later. Also, try and keep in mind a rough idea of how many sprites will go on the various sheets and how large those are, just to get your starting sizes right (for example, Brendan and May have way more sprites than the other characters in Pokémon R/S, which is why they have their own sheets, and building sprites are much bigger than human sprites. If you get it wrong though, it's not a big deal, you can always make the sheet bigger later on. Now, if you're using Photoshop or another program that allows for transparent backgrounds you should leave the background of the sprite sheet transparent. If you don't have that option, you'll want to save your sprites as either bitmap (bmp) or png files to make sure that they aren't blurred or discolored (png is the better of the two since the files take a lot less disc space) and use a single solid color for the background (make sure the color contrasts well with your sprites, ideally the color won't appear in any of the sprites you're using).
Now open your emulator and load up your ROM. Play the game until some of the sprites you want are on the screen (the more the better). If some of the sprites are moving (a walking character for example) freeze the scene before doing anything else to make sure you get the exact pose you want. Now use the emulator's screen capture option to take a snapshot of the screen (you could also use the Prnt Scrn key on your keyboard but that might not get the size of the sprites quite right) and save it as a bmp or png file (png files are the best since they take less disc space and you'll probably be taking quite a lot of screen shots). Next open the screen capture image in your editing program along with the appropriate sprite sheet. Select a rectangular chunk of the screen capture that includes a sprite you want, copy it, and past it into your sprite sheet file. Now use an eraser tool to erase everything from the pasted section except for the sprite you want. Finally, move that sprite into position on your sprite sheet. (Note: You may want to enlarge or shrink the sprites before adding them to your sprite sheet depending on what size you want them to be in your comic. For example, GBA sprites are tiny on a computer screen so I enlarge most of the sprites I use for PV. Some good rules of thumb to keep your sprites from getting distorted when resizing... 1. Only enlarge sprites by multiples of 100 (200%, 300%, etc). 2. Only reduce your sprites by 50% at a time. 3. Try not to shrink sprites below their original size if possible. 4. Make sure you keep the proportions the same (for example if you change the height to 200% change the width to 200% too). 5. Some image editing programs (like Photoshop) have multiple ways to resize things, you might need to experiment with the options to avoid blurring your sprites (in Photoshop use the Nearest Neighbor setting).)

How you organize your sheets and what sprites you put on them is really a matter of personal preference. For example, some people only put sprites that are facing one direction (since with many sprite based games they simply flip or mirror their sprites instead of creating unique versions for both directions) while others prefer to have both even if it's unneeded. For edited sprites (which will be discussed in a later guide), you might want to keep only the edited parts of the sprite to combine with a normal base sprite or you might want full sprites of all the versions.
Repeat, repeat, repeat... You may not need to capture every sprite in the game right off the bat (for example, for PV I had complete sets of sprites for Brendan, May, and all the pokémon almost from the beginning but others, such as the various building exteriors and interiors, I capture shortly before they appear in the comic) but you're going to need a lot to get started so be prepared to dedicate a serious amount of time to this.

Conclusion:

Getting your sprites can be one of the most time consuming parts of making a sprite comic so you should probably spend at least a few minutes looking around on the internet before starting to capture your own. Even if you don't find everything you need, each sprite you find is another sprite you don't have to capture yourself. Also, while it may be tempting to just grab whatever sprites you need at the time, I recommend capturing everything you can, you never know when you might want something later on so the more complete your sprite sheets are the better. Now it's time to move on to Josiah's Sprite Comic Guide Part 3: Creating Great Backgrounds.