Personally I think GIMP is more suited to everything than Paint.NET, it's just more resource-demanding and a little more difficult to learn. Of course, opinion.
Also, a better way to make a single color transparent is to use the Select By Color-equivalent tool instead of the Magic Wand-equivalent tool. In either case, make sure sensitivity/theshold is minimum (usually 0), and that options like fuzzy select and antialiasing are off.