I'd like to learn

[Chris2Balls [:B]]

It depends on what you're working on, like the size and the nature of the pixel art.
There isn't a specific program to use - you can create your own workflow. Some use only Photoshop for their whole process (be it animated or not), others use GraphicsGale, GIMP, Paint.NET... you name it. I usually start in MSPaint then continue in Paint.NET or Photoshop.
If you know how to draw, then spriting will be a bit easier!