Thanks for the answer, pyplot looks great and seems to be the easiest way 
to animate a plot. 

I tried with Winston and I just managed to do a simple animation as follows:

    using Winston

    frame(f, u; pts = 1000, kw...) =
      Curve([real(f(t,u)) for t in 0:1/pts:1],[imag(f(t,u)) for t in 
0:1/pts:1], kw...)

    function animate(f, seq ; pts = 1000, kw...)
      for C in [frame(f, u, points = pts) for u in seq]
        p = FramedPlot(kw...) ; add(p, C) ; display(p)
      end
    end

    # This draws a circle. f is a complex valued function of two variables.
    animate((t,u)-> exp(im*t*u), 0:.05:7, xrange=[-2,2], yrange=[-2,2])

This works surprisingly well (comments on the code welcome) but I don't 
want to reinvent the wheel. I will rather try Pyplot.

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