" Any version of Premiere after 5.1 will make animated GIFs."
Premiere 4.5 will make animated gifs as well with a free plugin from Adobe that is highly configurable.
I keep 4.5 on my computer just for that reason. You can sometimes find 4.5 cheap on eBay (I pd. $21 for mine).
I use Viscosity, which was once sold by Sonic Foundry. You can still find it as a shareware download here and there by Googling for "Jedor Viscosity". It can't handle DV so i always render to uncompressed and turn off audio and interleaving first. After that, open the avi file in Viscosity and Save As to .gif.