Someone asked yesterday if you can use animated GIF images in Java applications using the JFC/Swing toolkit. That's something I hadn't tried with Java and Swing before, so I wrote a quick test program, and sure enough they work.
I just load an animated GIF as an ImageIcon, then put it on a JLabel and display it on a JFrame, and the animation starts right up. Note that I'm using a Java/JDK 1.4.x release.