Kraker2k
Nice idea! I'll contribute my method.

#Feb 2014 Update#

Software:
Preparation:
  • 0a. Place the ffms2.dll plugin in the avisynth plugin folder: Program Files>Avisynth>Plugins
  • 0b. Once Gif Movie Gear is installed, open it, go to Edit>Preferences
    • In the Use tab, select Other
    • In Palettes, select top merge method and enable Dither using 256 colours.
    • In Export, untick the signature.
Method:

  • 1. Create a new avisynth script file in the same folder as the video clip with the following contents: http://i.imgur.com/TR678nx.png
    • Replace the file name with the video file name you want to make a gif from, you must include the file extension (.mkv, .mp4 etc).
    • It's just a blank text file that has the file extension changed to .avs
  • 2. Load the avisynth script into VirtualDub, this may take a moment as the plugin will index the video file, but will allow you to use almost any file type without a hitch.
    • Large movies will probably hang so you'll probably have to cut the segment out from the movie then do this.
  • 3. Use the bar to find the segment you want. Mark the start with the Home key and the end with the End key.
    • Resize the video with Video> Filters > Add > Resize otherwise the gif will come out the same size as the video. 400-480 is a good target width. Lower it if the file ends up too large.
    • If the gif ends up with an odd aspect ratio, you'll have to return to this step and check either the 4:3 or 16:9
    • Make sure to disable subtitles from the system tray (bottom left) or they will show up in your gif sometimes.
  • 4. In Virtualdub go to File > Export > Animated Gif
    • Select Infinite Loop and a storage location.
  • 5. Create a folder on your desktop, I usually name them a,b,c etc..
  • 6.Back in Virtualdub, use File > Export > Image sequence, & select the folder you just made.
    • Make sure jpeg is the output format and quality is 90/95.
  • 7. Open GMG, open the first gif you made with virtualdub. Go to Animation>Save Timing File. Save it to the desktop, it is a very small txt file.
  • 9. Go to File>Restart. Then File>Open and open the folder with all the images, use Ctrl+A to select all images and hit open. This will import all the frames and apply dithering as well.
  • 10. Go to Animation > Load Timing File and load the file you saved. This will give the newly made gif the correct and original timing.
  • 11. Finally, hit File> Save GIF Animation As and this will be your end product.
Pros:
  • Can work with almost any filetype that your computer is already configured to play.
  • Conserves the original timing of the gif, especially useful since anime tends to switch between 1s/2s/3s in cuts quite often.
Cons:
  • Takes a bit of time as it is not automatic.
  • Probably the most complex method on the list T_T
Notes:
  • I used to stop this process after the getting the gif made by Virtualdub but I haven't found a way to make it with any dithering so it looks really bad in most cases. Using GMG's timing import/export I end up keeping the original timing from the video therfore I don't end up having to make up a timing using 3s/4s etc..
  • Once you get used to the different processes I find it doesn't take long to make a bunch of gifs.