You can also try skeletal animation. Skeletal animations can be edited with, for example, Spine (http://esotericsoftware.com/), or Blender (if you need a free solution). Spine has an open source importer for C++/SFML for their JSON-based format. Animations created with both Spine and Blender can be exported to png files and may be used the same way as traditional sprites.
Edit: I've just found this: http://brashmonkey.com/spriter.htm