So is anyone here good with making animated GIFs?

Yesterday I installed Easy GIF Animator on my computer and made the GIF in my sig. However, I was planning to use it as an avatar but couldn't since the file size was too big. I was wondering if there's better GIF programs out there that make smaller GIF files and can somehow make longer GIF animations faster to make (so you don't have to go picture by picture for each animation sequence).