Gotchya, I decided to implement both options. You can check which one you want. Though I'm having troubles with some code I found to make a gif. It makes the animation flawlessly except it makes the 2nd frame have a black background color bu the rest are transparent.
EDIT: There only seems to be one workaround. You are going to have to add some sort of background color to your sprite. Like magenta is probably the best.
(R: 255 G: 0 B: 255) Then when you export the sprite it'll make the gifs transparent. But the code I have that makes the image into a gif adds a black background and adds different colors in the corner of the animation.
EDIT 2: Even the above isn't working. I can erase the background color if it has one. But it stops animating the image. If the image is transparent, it makes the image background black. If I try to erase the black, it makes some of it transparent, leaves the 2nd or 3rd frame background black, then leaves different colors in each frame in a corner.
This is really frustrating >_>
EDIT 3: Well unless I can find someway to make an animated gif transparent in c# your going to have to place a background color behind your sprite, and your animated gifs will also have that transparency.
Its rediculous
EDIT 4: I found a way better gif library. This should be done soon =D
EDIT 5: Nevermind. It doesn't work.