Yah I had this question floating around for a while when I first started making AV’s but its fairly simple once you start making them. I personally use Ulead Gif Animator, I started by using someone else’s AV as a basis, and pasting my images onto theirs so it would have the same sprite order, just different sprites. The way this works is that when an animated gif goes to the next frame, the previous frame will leave a sort of residue I guess you could say. If the new frame does not cover up the old one, the old’s picture will stay there. So how do they do these moving characters? By making a background image residue for the whole time, then adding their sprites on top of that background image the sprites also fill the gaps of the previous frames residue
I believe Ulead Gif Animator will actually simplify your sprites for you but I’ve noticed if you do most of it by yourself, it turns out the best even though its not THE MOST optimized. Like you see my AV, the only thing thats actually changing are those plus thingies, the background image stays the same. And any decent Gif animator including Internet Explorer will be able to see these gifs as normal gifs no problem.