Sprites are not created to optimize the size of the graphics used on a site.
They are created to minimize the number of http requests made from the browser to the server.
The idea is that the fewer http requests the browser makes the faster the page loads.

So what can you do to speed up your site?
Combined your files, combine multiple JavaScripts into one script, combine multiple CSS files into one style sheet, and use CSS Sprites and image maps

Decrease the number of components on your page to reduces the number of HTTP requests required for the page to load.

For further info on this view the Yahoo developer article at http://developer.yahoo.com/performance/rules.html#num_http.