You can create just a sketch in a part file and save the file. When you need the sketch you open the file, select everything and do a copy. You can then paste the sketch into your new part for use. You could also make you sketc in a drawing file and create a block. It really depends on what you want to use this sketch for.
SW 2006 will allow you to make sketch blocks that can be saved and re-used in files (like a library feature only it's just the sketch). I think this is exactly what you are looking for.