My favourite site for animated GIFs is http://mothereffinganimatedgif.com, created by Paul Irish (Google Chrome and jQuery dev) & co. It's all completely client-side in the browser, so no server-side interactions. Just drag+drop your images, and it's all done for you.
That is a cool site - I just created three cheesy arrows in PAINT and dragged them into that site - and it made a quick gif.
Thanks!
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