I don't think either that it is meaningful to serialize arbitrary SFML classes. Especially not those who only represent graphical states, like sf::Sprite. I would focus on classes with general, logical semantics, most notably
- sf::Vector2<T>
- sf::Vector3<T>
- sf::Rect<T>
- sf::String
- sf::IpAddress
By the way, you should do that for SFML 2, as it is the future