>>8
Both, for me. I made all the ones in http://dinoaids.com/bbs/kareha.pl/1272496983/
The first two were from an avi, so I used VirtualDub to either export as gif, or export all the frames manually, then imported into a GIF program. I used to use Jasc Animation Shop, which is super simple (especially when just inserting frames, rather than editing), but if you have a recent version of Photoshop or ImageReady, those are pretty decent too. The PS/IR route works a lot better if you do a bunch of editing.
Checking out either of those programs should be self explanation, it's not all that hard to figure out how they work.