Photoshop CS3 Extended and beyond also have an animation subfunction which you can use to make animated .GIFs, and there are tutorials on how to use it. One you get the hang of it it's quite simple. If you use a basic tutorial you should be able to figure it out within an hour.
As a webcomic reader rather than creator, here's my biggest problem with a lot of webcomic ads:
Don't make an ad or banner of which the spectacular art is FAR, FAR, FAAAAAAR better than the art used in the actual comic. Nothing annoys me more than clicking on a gorgeous ad banner and getting taken to a comic which looks like it was a bunch of doodles in comparison. With me, and probably a lot of others, it leads to an instant 'leave this website' reflex. This is probably not true for everyone, but I have it. It creates expectations which leave the viewer feeling, honestly, a little betrayed and tricked, and gives you an immediate strike against liking you.