In the settings, as you save your image to the
gif format , there is a setting for 'matte'. This is basically the color to match up with your background so you don't see the pixilation that occurs with
gif. If you match it with the background then all will be good.
With
png as MotorManiac said, some browsers don't support the use of
png images. Some folks just want their websites to show well with all browsers - and that could be a good idea. Since there are still a large number of IE6 users out there, using the
gif is probably a better choice for now. Unless you don't mind isolating a few folks. Personally, I think it is time those folks update. I'm a poor man and I managed to update --so.
The best way to make the choice is to know who your audience is and whether or not they are the folks most likely to have an updated browser. And make your decision from there.