How to make sprite sheets?

I know that they are layered and stuff like that but how do I get each image to be an exact distance from each other? It's really confusing!

Also if any one has some good sprite sheets for stick figures that'd be great. Just need a stick figure walking / standing / running. No special things like hair or accessories.

Easiest way is to use software.

http://www.codeandweb.com/texturepacker

Try Open Game Art for a sprite sheet that might work for you.

http://opengameart.org/