In this video I briefly show how to create an animated gif from a series of png files. I've written a blog post (http://goo.gl/PdvNc) describing the command I use (and it also shows the code I use to obtain the plots/png files).
The main tool is "convert" which is a command from the ImageMagick suite: http://www.imagemagick.org/
The final command I use is:
convert -delay 50 *png animation.gif