Well, I'm An Idiot.

Only a few graphics monkeys out there will understand this, but I just had an epiphany of stupidity. Every time I would do a GIF from PhotoShop, the transparency never worked right, and I could never figure out why...and the answer just dawned on me.

Indexed Color, you moron. A fact I might have discovered if I had just RTFM when it didn't work the FIRST time.

*smacks forehead*