Hi there gojira!
I don't quite understand your question, but I will try to help.
It seems like what you are trying to do is implement a form of double buffering, where instead of your graphics being drawn directly to the screen, it is drawn in your computer's memory and then simply "flipped" over or copied to your screen.
If you want to set up your sprites before drawing them, I suppose you could load them in your program's initialization phase, either the constructor if you are making an Application, or init() in an Applet.
Some other solutions to this:
1) If you are looking for a full-fledged animation loop, complete with double buffering, you might want to check out Chapter 1 of this book-in-progress:http://fivedots.coe.psu.ac.th/~ad/jg/
This chapter also covers totally ignoring paint() altogether so you can perform your own graphics drawing whenever and wherever.
2) There are a few sections on passive vs. active rendering here at the Java Tutorial:http://java.sun.com/docs/books/tutorial/extra/fullscreen/index.html
Sorry if this isn't what you were looking for!