I would recommend saving as a PNG, actually. It's a lossless format like gif, but you can make them in Paint without getting the image to go all grainy, like Paint-made gifs do.
The reason they look grainy is because you resized parts of the sprite to make them fit parts of the others. A word of advice- don't resize sprites if you don't intend to redraw the parts that have been enlarged.
Sprites look very strange when resized and I can tell that your sprites haven't taken well to resized components. I bet they would look lovely if you redrew or completely scratched those parts.
I do rather like the PikaRaichu, but the Pikachu parts look just like you just pasted them on and the same with the Hoothoot head on HootOwl. Try recolouring parts too, to make the added on bits join seamlessly.
Please try and bear my advice in mind. I'm sure your sprites will look great if you just improve on these few things. It's not a flame, so don't be discouraged
![Smile :)](./images/smilies/icon_smile.gif)