We currently have these 3 tutorials for Panda and TexturePacker.Tutorials for other frameworks are available from the tutorials list.
Panda2 sprite sheet animations tutorial
Creating a sprite sheet animation, optimizing the sheet for fast downloads, building a basic game scene with a character.
These are more general tutorials with information about sprites, sprite sheets, performance and rendering quality:
How to create a sprite sheet
This tutorial explains the most used sprite sheet types and how you can easily create a sprite sheet from a single of images. Links to free software included.
Packing normal maps into sprite sheets
Tutorial: Create sprite sheets for your normal mapped sprites.