Like I said: Depends what you want to do
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For what you want, a dummy Character might be the way to go. You Won't need to declare it in every room (if it's only one room, you could use a dummy Object), you don't need to worry about DynamicSprites or DrawingSurfaces - it'd just be normal positional changing (Character/Object.Move) - it could be above or below other things as needed, and you could turn it off when you wanted.
If it only has to be below other graphics you could still use DrawingSurface.DrawImage, but you'd need to remove and re-draw the image every frame - well, if the sprite needs to change position (e.g. a 'blacklight'/UV effect that follows the player character/mouse, or in a scrolling room). And if it only needs to be above (e.g. a frame or shadow effect) you could use a GUI, or Overlay as KhrisMUC suggested.

For what you want, a dummy Character might be the way to go. You Won't need to declare it in every room (if it's only one room, you could use a dummy Object), you don't need to worry about DynamicSprites or DrawingSurfaces - it'd just be normal positional changing (Character/Object.Move) - it could be above or below other things as needed, and you could turn it off when you wanted.
If it only has to be below other graphics you could still use DrawingSurface.DrawImage, but you'd need to remove and re-draw the image every frame - well, if the sprite needs to change position (e.g. a 'blacklight'/UV effect that follows the player character/mouse, or in a scrolling room). And if it only needs to be above (e.g. a frame or shadow effect) you could use a GUI, or Overlay as KhrisMUC suggested.