Hi
>> I read somewhere that sf::Image is a heavy class, does this mean that I can't load many pictures on the screen? Or maybe I didn't understand correctly what did you mean.
No, it means that sf::Image holds the pixels of the image, and may be expensive to copy and manipulate in real-time. This paragraph is there to prevent users from misusing this class, it doesn't mean that SFML has some sort of limitations.
>>Are there any methods to extract a pixel from a picture (virtual or not (displayed or not)) and get the R,G,B,Alpha values like SDL_GetRGB does?
Yes, see the documentation of the sf::Image class.
>>Is the blitting method (with clip etc.) and the key-event management work close to what SDL was doing?
The event management is quite close to what SDL does, but drawing is different.
With SDL, surfaces are arrays of pixels, and "draw" operations simply consist of copying these pixels on other surfaces. This is slow and not flexible.
With SFML, a draw operation consists of sending the geometry and texture data to the graphics card, and let it do the rasterization job. This is normally faster, and more flexible because you can use all the graphics states that the graphics card can handle (blending, transformations, ...) for free.
>>Would you suggest me really to change my implementation and go from SDL to SFML? (since it'll require some time to reorganize all the stuff!)
If you don't have a good reason to do so, no. I mean, is there anything wrong with your current SDL implementation?