My methods are really lacking for any tutorial. I use them to show a specific step or two step process. I'd never use this method for a full tutorial.
For complete tutorials, I tend to go more with a full video, with audio, and post to Vimeo (or some other service) and link to that video directly. I use the same screen cap software for full tutorials, but Photoshop is not part of the processes in that case.
This is what I do.....
Software:
On my Mac, I'll use SnapzProX most of the time. SnapzProX is good for recording a small section of the screen and doesn't really allow any alteration after you've recorded.
I do use ScreenFlow as well at times. Screenflow is merely a more robust screen capture utility which not only records video, but records keystrokes, mouse clicks, etc., as well and has options to customize and display the keystrokes, target click, and other interaction items after the movie has been recorded. If I'm creating something with uses modifier keys a great deal, I tend to jump to ScreenFlow first. The question you linked to directly used SnapzProX though.
The Steps are fairly straight-forward. Record a screen movie of whatever it is you want to show. Remember that there will be no audio so you may have to plan a bit ahead to show everything rather than merely saying what needs to be done. I will, at times, place pre-typed text for explanations, or skip some general set up steps and start with base objects since there's no real benefit in seeing me draw a square or something.
After I've recorded, the Mac software then dumps a .mov file on my desktop. I then simply drag the .mov file to Photoshop Extended. I happen to use CS6 and CC versions but I believe CS5 will work, and even possibly CS4 if it had an extended version (I can't remember at the moment).
From within Photoshop, simply choose Save for Web and pick the GIF options like you would for any other animation. Once options are set, just click "Save" and you've got the gif. Post the gif to SE just like any other image.
Some tips
You do NOT need a high frame rate when recording the video. I set the screen capture software to record only 10 frames a second. This is more than sufficient for 99.9% of these types of gifs. A higher frame rate results in a more hefty video file and ultimately a much, much larger resulting GIF image.
Photoshop will only import the first 500 frames of a video . So, you need to be quick in your example. Or deal with multiple import, merging files, etc. All that, for me, is generally more work than these examples are worth. These types of gifs are really best for things which take only 10-20 seconds to show someone. This too is why setting a low frame rate is preferred. 10FPS for 30 seconds is only 300 frames and within the 500 frame limitation of Photoshop. 30fps for 30 seconds is 900 frames and you'll have to stick to a maximum of a 16 second video to stay within the Photoshop limitation.
[Addendum Sept 03, 2017] Since posting this, I have learned that the 500 frame limit is due to the video import and not the gif export. Photoshop will only import 500 video frames per document. If your video is more than 500 frames, you may need to import frames 1-500 in one document, then import frames 501+ into another document and then copy the layers to the same Photoshop file. This will get around the video import limit.
Watch file size. It's very easy to balloon a gif to a megabyte or more. Try and focus the area of the movie into the smallest possible area to work/record. This will aide in keeping file size down. It's also helpful to show as few colors as possible. The OS UI naturally contains a few colors, but you may notice that most of the animations I've posted have a very, very small palette. This is intentional so I can limit the color table in the GIF to reduce file size. Fewer colors when recording the movie always results in a smaller gif file in the end. I try and keep these sort of gifs under 500k. There have been a couple times where I've pushed 800-900k and couldn't feasibly reduce it further. In those cases I've linked to the gif rather than posting it directly inline (with a note about the file size and why it's not an inline image).
When you open the movie in Photoshop, it should open and show in the Timeline Panel. If it doesn't, merely open the Timeline Panel from the Window
menu. You may want to explore the options there. I have trimmed a bit of the movie from within Photoshop using the Timeline. I have also increased the speed of the playback in Photoshop Timeline options, which reduces the length of the clip and then subsequently lowers the resulting GIF file size. This is a good trick to play back the video at 1.5 or 1.75 speed to reduce the overall frame count for the Gif.
These are the basic things I do. It's not really as complicated as it may sound. Once you do it a couple times it becomes fairly intuitive and you pick up on the areas you need to plan ahead of time. Recording yourself working is generally the most difficult part. Most often I'll record something 4 or 5 times before I get a fluid movie, without my hiccups or unnecessary delays in it, to use in Photoshop. The Photoshop stuff is really all about the files size and not much editing actually takes place with the video directly. I am not a "video guy" and this doesn't take any special advanced Photoshop skills, so really, if I can do this, anyone can in a matter of minutes.
I would also reiterate your comments about using them sparingly. I tend to only do these when there's some aspect which would require 15-20 images to explain and a 10 second animation does it better. I don't add animations for the sake of adding them. Static images are preferred, and only when a static image or text can not convey the proper answer do I move to the animation, and only then if it can be done quickly and succinctly.
2019: In recent years I've had to drop SnapzProX for video captures - it stopped working for video (Still works for static grabs though). So I've moved to IShowUInstant most of the time.