for lateralis' I used babarosa gif animator.
Also can use programs like coffeecup gif animator, or ulead gif animator 5.0
All of which you can download a demo from www.download.com.
Those programs are the same ones I've been using for making most of the animated icons on here and www.sierrapassport.com/nsicons.htm
The hardest part has been compression. The icons used to have a file size limit of 1.94k (2000 bytes), making an animated icon under those specs can be a challenge. Although more recently, I believe nopoles upped the icon file size to 4 or 6k.