Whelp ... the easiest way (almost the only way) to embroidery on pockets is with a clamp, system, because you have to get the pocket over the hook arm of the machine. In MOST cases, to embroider ON the pocket itself, the shirt must be taken apart, and then the pocket is embroidered separately then re sewn onto the shirt. Most people embroider just above the pocket opening.
By sleeves do you mean cuffs? Such as initialing over cuff-link eyelets? Or are you talking embroidering UP an entire sleeve with a design? If you want a design to run the length of a sleeve you should invest in a cylinder frame, it holds the sleeve open and allows the machine to run up and down with no interruption.
Alternatively you can find a 30x15 cm hoop made by Durkee, this only tends to work for larger size shirts with wider sleeves, or embroidering up shoulders on T's. Mainly cause of the bowed shape of the hoop its hard to get it into the narrower sleeves, but its a cheap alternative to a cylinder frame.
I think the last time I bought a set of 30x15's from Durkee I paid around $50 a hoop.
Cylinder frames from Hirsch (tajima) will probably run you in the neighborhood of $800 - $1,000+ cause its an entire new driver for the machine, actually very much resembles a huge cap frame. I am assuming you have a NEO or NEOII machine? In which case you can find all your parts/frames/hoops/etc. at www.hirschinternational.com
Hope I've helped you...