And how do I keep the colors consistent?
I assume you are asking how to keep colors consistent across files?
You can save a palette to a pal file and load it into another gal file.
Duplicate your file and change some of the colors in a Indexed Color Mode (gifs are indexed by default)

Save your palette to a pal file from the palette window.


Now open a file that you would like to apply the new palette too.
Load the pal file from the palette window.



You will see the New and Old palettes compared.
Uncheck the Match Pixels with Colors option.
This will ensure that all indexes are the same, thus having a direct palette swap.
Then click All and the New palette will be pasted over the Old.

Now all frames in the animation will use the new palette.

I have once talked to some guy who just created one big loop
There are plenty of different process styles.
Process is highly dependent on the individual and how they like to work and what they find productive.
While this is a possible way of doing things I don't really recommend it.
One reason is that you will be unable to easily branch each individual animation into multiple versions.
For me comparison is the key to process and nearly all forms of art.
I do a single animation 3-5 times (or more) applying different theories.
Then I compare them and choose one, combine a few, or use anything exceptional as a completely different animation.
I use the following very simple file naming convention to sort a folder of sprites:

It looks like this with multiple files in a folder:

I'd just work purely in Gif
Watch out for this.
It will flatten your layers.
I prefer to work in gal format and save out gifs for final stuff only.
Always make sure you've saved a gal file before you close down Graphics Gale if you are using layers.
Or you will be sad.

you can also connect gifs together with some programs
Yup.
If you really want to see them all in the same file, just patch them together when you are done or ready to.
It's fairly easy to do this in GraphicsGale.
I'm out of time so I will come back later and explain this as well.
I am working in graphicsgale, I prefer Grafx2 but it can not really animate.. So I am also not very familiar with the software that I am using..
I'm slowly putting together a GraphicsGale/Animation tutorial blog.
http://ppdaniatlas.blogspot.com/Feel free to drop by and learn what you can.
But it will be some time before it is really all that useful and near any sort of completion.
I'll add the above stuff to the blog shortly.
Cool character.
