I do it the same way, pretty much. Here is the quickest way I have been able to come up with...
draw each frame, in order as its own layer, 1st frame visible, the rest "off".
"Save as.." Image001.png , Then I can just turn each layer off and the next one on, hit F12, and change 001 to 002, 003, etc. When I'm done , like Ph00ey said, the AniUtil is the easiest way to finish.
PS - if anyone can give me a faster way, I'll be your best friend