Thats just one of the many drawbacks that animations have. Photoshop is the best program to use for saving gifs as you can mess with the Dither and Color levels, but there is no way to get rid of all the pixelation.
However, some people have been working on an animated .png file format (.apng) There is an editor in Firefox currently (haven't messed around with it), so hopefully in the next few years Photoshop and other web browsers will start supporting this file format and we can solve the issue of animation pixelation.
-Black Rayquaza
