Ester and Kochfede:
I found some good news, at least as far as PNG files are concerned. I noticed something, had a hunch, and did some testing.
If you use PNG instead of GIF, and make sure the PNG image (with transparency) is saved in 24-bit mode, when you upload it you will not see black backgrounds.
The black background issue only affects images with transparency that are stored in less than 24 bits of color depth (i.e. 8-bit images).
Since GIF format only allows a limited 8-bit color palette, the problem will regularly affect GIFs with transparency.
However, PNG files can be stored in either 8-bit or 24-bit. (24-bit depth allows 8 bits for red channel, 8 bits for green channel, 8 bits for blue channel, and 8 bits for the transparency channel.)
Use 24-bit PNG images and you will get to have both transparency and nice looking thumbnails.