In Photoshop CS2 there's an animation 'thing'. It uses each layer as a frame and you can set the step time when saving. If anyone wants full instructions I can post them later.

I've recently been playing with them to create pseudo 3-D images by flicking between two slightly offset pictures. Kinda works ok if you get the two images right in the first place.

There are many little programs that create animated gifs - I'm sure someone will be able to list a few.