You could also cut one big bitmap it onto pieces. But tiles are better (faster) with large areas.

EDIT:

About explosions: We used around 6-10 particles wich rotate, scale and fade away. I don't know what SDL can do, but I think you can manage that.

Here is a totorial of how you can make an explosion texture.
http://www.lunacore.com/photoshop/tutorials/tut008.htm
here's some more
http://www.tutorialguide.net/explosion_tutorial.html