Do you mind working with tiles? There's a version of MAME that rips all the tiles, in every palette. You use the "F4" button to access the MAME tile viewer, then press "enter", followed by "]" to flip pages until you get to character sprites. Once you're on the right page just press the "S" button.
It creates a directory for the game in your MAME folder, then saves everything either in separate, or one very, VERY BIG BMP file.
If you don't mind assembling them yourself (Which, luckily isnt very hard to do with most mame games) You'll have what you want in no time. If you want a link let me know. I'm assembling Rastan from "Warrior Blade" right now.