in regards to the intersect function
http://www.sfml-dev.org/documentation/2.0/classsf_1_1Rect.php-the function sf::Rect::Intersect requires a parameter of type(const Rect< T > &rectangle)
-what you are doing is giving a type sf::Sprite
-what you want to do is call your sprite then call the function get localBounds() like:
sprite.getLocalBounds(); this might not return the box in view space it might be in model so try:
sprite.getGlobalBounds(); if the above doesn't work
-with regards to your vector question yes vectors are super fast to add nodes to, however if you are removing a lot of nodes from the vector you are going to be pushing and popping a lot
-consider looking into is linked lists
http://www.cprogramming.com/tutorial/lesson15.html-if you are new to programming I would recommend sticking with vectors.