What kinda game are you doing? Want it pixelperfect?
I have;
On the player; A rectangle a little bit smaller than the sprite, wich i check for collisions.
On each tile; First check if the playerrectangle intersects with the tiles rect(width and height), if so; Get an intersected rect of them both(sf::Rect::Intersects() returns this i think), and iterate the pixels inside of that, if a nontransparent tilepixel intersects with the playerrectangle; Its a collision! For iterating the pixels, im currently using the old sf::Image::GetPixel, but soon after porting to sfml2, i will generate a collisionmap of bools instead to check for collisions with.