.gif is best because it's identifyed in all formats. I'm a Photoshop kindda guy so naturally I use ImageReady that comes with PS. A
.swf is not always identified in some formats, mostly computers that do not use ShockWave and people dont seem all that happy having to go through all the install process. I've been in Graphic Arts for a long time and .gif does it for me. You can find lots of programs that make the process very easy and user friendly, ImageReady is a bit more technical, but I like it.
Google for GIF CREATION, there will be no shortage of programs that will help you.
