There's an example of a true-colour GIF on this page:
Thanks for pointing that example out! I should have searched when I wrote about it, but it just tangentially dawned on me that true-colour GIFs were possible as I was writing the article.
If I drag that true color GIF in Safari, it doesn't do the drag with transparency like the other two. Weird.
I always wondered if there's efficient GIF compress trick for Cinemagraphs. Looks like GCE is promising.
For historical reasons most browsers don't respect a frame delay of 0 (computers used to be slow enough that even a 0 delay was good enough for animation; as they got faster browsers added extra delays to make old animations work correctly), but I think some renderers will correctly treat it as one frame (at least http://slbkbs.org/jsgif/ does! It has other problems with tricky GIFs, though -- the disposal method code is broken, for one).
Of course, you should just use PNG.