Just a couple of ideas, don't know if they'll work in your case:
1) Use small textures and keep dimensions as close as powers of 2 as you can (32, 64, 128, etc). Most video cards use only textures with dimensions in powers of two, so if your sprite is, say, 65x129 the Direct X driver will put the bitmap into a 128x256 texture that's almost 4 times bigger than needed. This can add up and fill up the video memory with empty pixels and use memory bandwidth for no good reason. If you have 1024x768 backgrounds made of a single sprite you can divide them into two sprites of dimensions 1024x512 and 1024x256, you'll save one megabyte of video RAM per background image on some cards.
2) Transparency usually hurts rendering speed because pixels have to be processed even though they are not rendered. If you have big transparent textures try to divide them and limit the amount of transparent pixels
I hope this helps