Answer: Jonas
(Best answer)
In the layer containing sprites, you need to enter:

self.isTouchEnabled = YES;

Then, you can use the same event in the UIView, but the method they are called is different:

- (void)ccTouchesBegan:(NSSet*)touches withEvent:(UIEvent*)event
{
   UITouch* touch = [touches anyObject];
  //in your touchesEnded event, you would want to see if you touched
  //down and then up inside the same place, and do your logic there.
}

Answer: Terence
To achieve this effect, you can set a bounding box for the sprites. In the following code, I place all sprites in NSMutableArray and check whether they are within the bounding box. At the same time, make sure that the touch has been initialized. Operation:

- (BOOL)ccTouchBegan:(UITouch *)touch withEvent:(UIEvent *)event 
{
  CGPoint location = [self convertTouchToNodeSpace: touch];

  for (CCSprite *station in _objectList)
  {
    if (CGRectContainsPoint(station.boundingBox, location))
    {
      DLog(@"Found sprite");
      return YES;
    }
  }

  return NO;
}

Answer: David Higgins
Based on Jonas's answer, I made further improvements:

- (void)ccTouchesBegan:(NSSet*)touches withEvent:(UIEvent*)event
{
   UITouch* touch = [touches anyObject];
   CGPoint location = [[[Director sharedDirector] convertCoordinate: touch.location];
   CGRect particularSpriteRect = CGMakeRect(particularSprite.position.x, particularSprite.position.y, particularSprite.contentSize.width, particularSprite.contentSize.height);
   if(CGRectContainsPoint(particularSpriteRect, location)) {
     // particularSprite touched
     return kEventHandled;
   }
}

You may need to adjust the x/y position to ensure the "center position" of the sprite.

Answer: John
David's code will cause error messages on Cocos 0.7.3 and 2.2.1, so I used CGRectMake instead of CGMakeRect and used [touch locationInView:touch.view] to correct the [touch location] error:

- (BOOL)ccTouchesEnded:(NSSet *)touches withEvent:(UIEvent *)event {
    UITouch * touch = [touches anyObject];

    CGPoint location = [[Director sharedDirector] convertCoordinate: [touch locationInView:touch.view]];
    CGRect myRect = CGRectMake(sprite.position.x, sprite.position.y, sprite.contentSize.width, sprite.contentSize.height);


    if(CGRectContainsPoint(myRect, location)) {
        // particularSprite touched
        return kEventHandled;
    }
}