Create an image sequence or a quicktime movie (animation codec lossless) instead of a gif, then bring that into Photoshop or Fireworks and create your gif there. You'll get far better results.
And if I don't own Photoshop or Fireworks? Haha.
Then you'd want to export a png sequence for transparency, then use one of the dozens or more free animated gif tools on the web.
Here's #1 from Google.
Just upload your images, set the timing, and your gif is created.
Or you could download the trials of Photoshop or Fireworks, or use a bunch of less expensive comercial products.
As Rick says, don't use After Effects to export animated GIFs.
There's a reason that this note appears in After Effects Help:
"To create an animated GIF movie, first render and export a QuickTime movie from After Effects. Then import the QuickTime movie into Photoshop Extended and export the movie to animated GIF using Save For Web & Devices."
Ok, I'll do the PNG. I also found that if I export in a higher resolution, it looks better in a browser since the browser down-samples the image :/ Thanks for the help!