There are quite a few programs for that... But it depends on your OS (If your using Windows, Mac OSX, or Linux
Your best bet is GIMP (GNU Image Manipulation Program). It is the near rival to Photoshop CS3/CS4, without the cost because it is free. You might like it. It is cross-platform so it will work on almost any computer.
If you need something simplier, there is Paint.net. This is a Windows only program but it is great for creating .gif because it saves the transparancy data better than Picasa making it less likely to fail.
Lastly, is Pixia...this I know can save in .gif format. It is also Windows only. It has some unique brushes and whatnot.
Here is a hit... type in "Alternatives to Photoshop" in google. You'll get a nice list of tools that you can try out and use, depending on your OS. ALSO go type in "rastor" or "bitmap" drawing software in Wikipedia, and they will have a huge list of software...I'll source it for you too.
http://en.wikipedia.org/wiki/Comparison_of_raster_graphics_editors