Tuttavia, personalmente preferirei evitare le gif animate.
Le view WPF sono disegnate con una bella grafica vettoriale e, dove possibile, preferisco usare anch'io forme vettoriali. Lo XAML ti dà questa possibilità e poi potrai animarle usando le RenderTransform.
Ecco l'esempio di un'animazione di caricamento incapsulata in uno user control che potrai facilmente posizionare in varie pagine.
<UserControl x:Class="TuoNamespace.Caricamento"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:local="clr-namespace:TuoNamespace"
mc:Ignorable="d"
d:DesignHeight="300" d:DesignWidth="300">
<Viewbox RenderTransformOrigin="0.5, 0.5">
<Viewbox.RenderTransform>
<RotateTransform/>
</Viewbox.RenderTransform>
<Viewbox.Style>
<Style TargetType="{x:Type Viewbox}">
<Style.Triggers>
<EventTrigger RoutedEvent="Viewbox.Loaded">
<BeginStoryboard>
<Storyboard>
<DoubleAnimation Storyboard.TargetProperty="(Viewbox.RenderTransform).(RotateTransform.Angle)" From="0" To="360" Duration="0:0:3" RepeatBehavior="Forever" />
</Storyboard>
</BeginStoryboard>
</EventTrigger>
</Style.Triggers>
</Style>
</Viewbox.Style>
<Grid>
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<Path.RenderTransform>
<TransformGroup>
<TransformGroup.Children>
<RotateTransform Angle="0" />
<ScaleTransform ScaleX="1" ScaleY="1" />
</TransformGroup.Children>
</TransformGroup>
</Path.RenderTransform>
</Path>
</Grid>
</Viewbox>
</UserControl>
Dato che è vettoriale, sono libero di visualizzarla ad una grandezza qualsiasi senza che appaia sgranata.