I am currently working on animations and characters for a 2 player fighting game and I am wondering about if it is better to draw everything and inport as jpg then break apart to elimate background, or if it is better to just draw everything in flash itself?

I have found in the past it seems things Ive drawn in flash run slower then things I have inported, but just wondering what everyone thinks or how they do it.

here is the first character sketch I have and started converting within flash itself.