Playing for stalmate

Is it considered bad sportsmanship to play for a stalmate when all of ones pieaces have been captured?

Depends on you and your opponent's rating. In lower rated games it is generally considered fine, as there is a legitimate chance of the winning side stalemating the losing side. At higher levels, however, it is better to resign, since there is virtually no pssibility that the winning side will make such an elementary mistake.

I see, some players have regarded me a bad loser for doing the same, i have a tendance to die hard and enjoy playing till my king drops..........

If my opponent did this I would consider this disrespectful, saying that they don't think I can finish them off in such an easy position.

At your rating, of course, a player can easily beat his opponent in that kind of position. With beginners, however, that is not always the case.