For mine I used CamStudio to make an AVI, then opened that in VirtualDub and exported to GIF. Then used A Smaller GIF to make it about 30% of the original size. The 1st 2 are free, the last costs very little.
You could also go with something like Camtasia Studio which can do all those steps in one, though it costs a bit. I did it on XP so didn't have snip available, didn't know it did video capture, will have to investigate!