Over in the Persona 4 Arena fan site, Mayonaka Midnight, someone has provided a download for all the character sprites from the game. I highly suggest you check them out. Its mind blowing how many images it takes to create just one character. You can also get some fantastic images such as this one.
Heres the link to the download http://www.mediafire.com/?v4r2uds68ec80p5. Enjoy.