Jasc Paint Shop Pro 8 was the last version to include the Animation Shop - I keep that version installed for that reason, though there are other good animated GIF programs out there, like Easy GIF Animator.
I currently use Paint Shop Pro 9 (I didn't like many of the changes to version 10 and 11 after Corel took over the program from Jasc).
The best icon creation program I've found so far over the years is Axialis IconWorkshop. It has an excellent interface design, and you can create icons with multiple sizes, with XP drop shadows if you want, in no time whatsoever; it also makes 256x256 Vista icons if you need them. Superb.