Make the dimensions smaller.

no really, there are a bunch of tricks all depens on what u want to reduce, first reducing the # frames less = less kb, also there is a program to called a smaller gif can be found on google

You can posterize it... should be image > adjustments > Posterize. It will lose some quality but depending on how big the original file is might not be too much.
Play around with that setting and also save for web and devices afterwards... This is what I know, hope it helps.