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Photoshop Tutorial :: How to make a sequence from Dan Carr on Vimeo.
I've put together a few sequences... I used GIMP, it's basically Photoshop only free.
The material you're working with is important... you'll have a way, way easier time making sequences if the only thing that moves is your subject. You can do them from hand-held or even panning the camera but it's way way easier if you use a tripod.
My Galaxy S2 somehow does sequences itself... only the frame-rate is pretty low so it's not great for ski tricks etc.