You haven't really described your goals well enough to answer definitively.
The GIF format offers only 100% or 0% transparency - all or nothing, that's it. If you want it to blend well with a particular background, you may have to mix some of the anticipated background color into the edge pixels.
Or you could choose to use the PNG format, which provides partial transparency, and is supported by virtually all the browsers commonly in use.
http://Noel.ProDigitalSoftware.com/temp/TransparencyTest/TransparencyTest2.html (try resizing the browser window)