Quicktime Pro is worth the upgrade (you can save videos from online then, too). There's also a free add-on to Quicktime online that let's it play WMV files. I can't remember where I found it, but if you Google Quicktime plus WMV I think it comes up.
If you are looking for really basic screen captures, Preview (included on your Mac) has a capture function. It's under FILE, then GRAB, and gives you a couple of options.
I don't know how to make GIFs other than using Photoshop Elements. It's a hell of a lot cheaper than the full blown Photoshop. It gives you a lot of "Save As" choices as well as the quality level that you want to save them at.
Mark