Animated Photoshop Image Question

[Spyguy]

Alright, I have finished an animation in Photoshop. This image is a vector, although I need to convert it into a simple web based format that is friendly among many browsers. A GIF will not cut it since I experience massive quality lose around the edges. I would use an animated SVG or an APNG, but shamefully IE does not support either of the formats. Flash is a consideration, but I would like the image to be first to load, since it is a part of the banner. Is there another format I could use, or is there a way I can make the GIF work? By the way, I am using the outer glow effect, if that will help with the GIF issue.