Lists have a property list-style-image, but are often too inflexible.
You can usually make it work with something like this ...
ul {
list-style: none;
}
ul li {
padding: 3px 0 3px 35px;
background: url(images/layout/bullet.png) no-repeat left center;
}
A sprite is usually not a good idea for this - unless you place them all vertically and don't allow enough vertical margins to prevent the list item from getting too big and having other sprites.
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