This discussion only covers walking sprites, so things such as Holder's Animated Battlers will be absent. I'm going to cover some of the more common ones. Also, there are way more sprites types than I will discuss here. These sprites can all be formatted to work with RPG Maker VX or Ace, the programs currently supported by this site. Disclaimer: This is a guide to different styles of sprites, not the way they are formatted in an image.
