One method of sequence animation I have found successful is "pose sequencing". Rather than building full motion sequences which can then be a nightmare to integrate into the scene, particularly if you have multiple interacting figures, you build a series of single-frame sequences, each one essentially a single pose. The tweener engine in Scene mode will interpolate the motion of the bones from one sequence to another. So for example, to go from a sitting to a standing pose, rather than building a fixed "standing up" sequence you would build a single-frame "sitting" pose sequence, and another single-frame "standing" sequence. This way you can control the speed of the actual standing up motion in Scene mode by adjusting the position of the sequences.
Crucially, you MUST keyframe every bone in the figure, and this should also be the case for multi-frame sequences, where you should always keyframe every bone in the first and last frames at least (use Edit>Bones>Key all bones). I have also found it useful to create a "neutral" sequence that puts the figure in the basic "T pose", dropping this sequence into the first frame of a scene ensures all the bones have animation controllers ready to go.