. If you still wanna use that format, you can have your program save all frames to a series of images, and then import those into Animation Shop (comes with Paint Shop Pro which I think is free, or shareware) with 2-3 clicks and save it. That would be a very simple way, and how I would do it.
that is my working method atm ; 'spits out a tilesheet and i have this little freeware app that does some stuff to it , then i convert it , then i can save as gif ...'
i like animation shop, and it is a great way, but not anymore, atleast not if a user/player needs to be able to generate an animation "on the fly"
imagemagick came up a few times in my google-sessions too, i'll give a test asap,
the 256-palette issue could become a problem , my program has a 256-palette to begin with but does some realtime shading, lightning so it uses well over the 256 limit...
Imagemagick seems to support the next multi-images formats:
gif, mpeg, avi, and mng. there might be more but i don't recognize them.
i'm feeling MNG might be good, but i don't know.