Believe me, in this situation .gif is unconditionally better-- .jpg may LOOK better from a distance, but it's worth it to lose some of your colors but keep the pixels in order. You can always recolor, but .jpgs are a pain to edit (and they mar your work). But, again, save as .bmp if you want to preserve color.
...Alternately, if you can download another image editor that can save PNGs, I encourage you to do so. The GIMP is free and easy to use, IIRC. It's just a google away.
On the topic of those sprites, those are some nice revamps you've got there. =D You reshaded them well, although the outlines on some (ex. Raikou's cloud) could use some work.