There's nothing special to do in SFML, really. Looping and rendering each sprite one by one is the only way to go.
Do you have bad performances on other (non-SFML) graphics applications?
Nope, I play most games on a +40 frame rate I think. I'll have a look after I've updated my drivers.
Update: I've updated my drivers and still low frame-rate on 1000 sprites. To have something to reference with I'll check how it looks in Oblivion. Though if it lags there I'll create a new topic since it feels this has strayed away from the original.
Might be my computer. Oblivion worked fine but the FPS wasn't what I hoped for. I'll test at the university too the same code, same game and see what I get. It's a similar card just not the mobile version.
GPU: GeForce 9700M GT 32 @ 625MHz
CPU: Intel Core 2 Duo CPU @ ~2.2Ghz
Could just be me having a crappy card.