While probably not the easiest method, I personally use photoshop.
There are tutorials online, but let me know if you need a full rundown on the process in photoshop. In a nutshell, you make an image, and each layer can be used as a different frame in that animation. There is a "timeline" window in photoshop where you set each frame, the duration, loop, etc. Then just "save for web" as an animated gif.