To export, there is a few different ways.
g = Animate[Plot3D[Sin[x]Sin[y],{x,0,2Pi},{y,0,2Pi},PlotRange->1,Ticks->None,
ViewPoint->{1.3 Cos[a]-2.4Sin[a],-2.4 Cos[a]-1.3 Sin[a],2},ViewAngle->20*Degree],
{a,0,2\[Pi],\[Pi]/10}, AnimationRepetitions->1,AnimationDirection->Forward]
Then export to a video filetype, eg "avi", "mov", "swf"
$HomeDirectory is the user's home directory.
Another useful directory is NotebookDirectory[]
Export[ToFileName[$HomeDirectory,"test.swf"],g]
The above export has the animation slider and frame/panel in it. You can get rid of the panel by using Paneled -> False. To get rid of the slider is more difficult. One solution - that also gives you more control is to create a list of frames:
gTable=Table[Plot3D[Sin[x]Sin[y],{x,0,2Pi},{y,0,2Pi},PlotRange->1,Ticks->None,ViewPoint->{1.3 Cos[a]-2.4Sin[a],-2.4 Cos[a]-1.3 Sin[a],2},ViewAngle->20*Degree],{a,0,2\[Pi],\[Pi]/10}];
This can be animated using ListAnimate and exported using, eg as an animated gif:
Export[ToFileName[$HomeDirectory,"gTable.gif"],gTable,ImageSize->350];
To get the best control, you can export each individual frame as an image and animate using an external program. An example is http://groups.google.com/group/comp.soft-sys.math.mathematica/browse_thread/thread/474806f64be15759" .