I know how to trim an image in Photoshop. (choose Image > Trim in Photoshop's menu)
Is there any method to trim a slice to get rid of extra transparent space?
Not an answer, but I don't have the rep for a comment yet.
What I do is hide all other layers that aren't part of the slice. Then I add (or enable) a background layer with a different color from the edges of the slice (usually white, black or red). Then I zoom in as far as I can and use the color picker to find where the fade stops and the solid background color begins, and put a guide there. This gets tricky if you have an oddly-shaped graphic that you're trying to slice, where you have to find the most extreme pixel along any given edge. Then it's either 'slices from guides' or re-adjusting the edges of the slice to line up with the guides manually. Then turn off that background layer before I save that slice with transparency.
I suppose another method would be to slice your images roughly, not caring about the exact pixels, then saving the images with transparency. Re-open the images and trim transparent pixels and re-save.
I'd definitely be interested in finding a better way, as this is laborious, time-consuming and error-prone.