Well, im just here to tell you about an awesome sprite animating program mand by Coral (formally jasc) it is called Animation shop.
Advantages
Allows you to trace the last frame of the animation
Wide range of colour pallet
Saves in over 50 formats, including GIF.
Allows a transparent background when needed.
Better for sprites than flash (not as 'drawn' looking)
Disadvantages
The price tag makes people think it isn't as good as it is ~ $
Cant make symbols (like in flash)
It really depends on what style you prefer, as this makes more, pixelated, cartoony sprites
If you want more info, go HERE or if you want the free trial, go HERE