There are a few more options for saving to SWF. Game Maker has an add-on you can buy to export as SWF. Though I'd suggest staying away from any of those environments that claim you can make a game without coding. I don't think I can recall a single decent, let alone good, game to come out of Games Factory.
The Flex SDK (opensource.adobe.com) can compile AS3 into a swf.
Flagstone software seems to have a tool to convert Java to SWF.
http://www.flagstonesoftware.com/transform/
From what I've heard Haxe can compile SWFs too.
http://haxe.org