I can't use a sprite because it will only paste on the latest call. I could make a new sprite for every selected unit i need. But I'm not sure how much memory that would take. And being an RTS I really want to save memory were I can.
I'm not sure what you mean, using a sprite isn't different from pasting an image.
You can change the image of the one sprite if you don't want to have multiple sprites. If that's your concern a sprite is (supposedly) very light weight; all its pixels are read from the referenced image and aren't copied or anything such and the sprite itself can probably have a representation of just a few hundred bytes (assuming it is internally represented as a plane mesh with locked z-position etc.).
Or did you mean something else?
"Why do programmers get Halloween and Christmas mixed up?" Because Oct(31) = Dec(25)