Back on topic. When checking large amounts of objects within the world (call it what you want; sprites, platforms, dog poo) you will typically need to setup a routine that can perform a quick sort of all of the objects within the world into a list. Then check nearest neighbors for a collision.

When you update an objects position in the world you update its position within the list and check for new collisions ONLY. You can also test along the way to see if a collision has happened in history (this happens more frequently in high overhead periods).

There are some really really good articles on collision detection, collision forecasting, and collision mediation on http://www.gamedev.net as well as all over the internet.

While you can take the approach of saying "I'm going to have a small world so I don't care" this approach can bite you in the backside later if your game world gets larger.