I've been running the trial version of Sketch 3 for a few days. It's really interesting, and affords a nice fresh perspective on UI design. However, it took me a while to figure out how to properly export an object as a PNG with a transparent background. Every time I tried it would export with a white background. Back-tracking through some tweets from @sketchapp, I discovered the problem -- the artboard had a background colour that was set up to be included in any exports.
If you got stuck on this too, here's how to stop it being exported. First, click on the artboard in the layers panel.
Now un-check the 'Include in Export' option in the inspector.
Simple as that. Alternatively, you could draw the background fill with an object instead of filling the artboard.