Revolving ads on page - how to?

I find a lot of e-commerce going to a page where under the logo and header they use some kind of revolving ad like at: http://www.staples.com/

I've seen various types. I know an animated gif can sort of do that. How can I do something similar that might possibly have:

- linkable images to another page which differs between the ads shown
- allow a professional transition between each
- allow end user to quickly switch between them or sit back and see them change per few seconds

Many thx,
Dave