I remember this was pretty easy in previous versions of Excel, but I can't find it anywhere in Excel 2010. (I can't tell you exactly where it was done, but it was always easy for me to find when I needed it.)
For instance, if you are using numbers, you don't need to define a sequence. You can just type 1 in a cell, and 2 in another, and then select both and extend the selection to new cells, which will be filled in with 3, 4, 5, etc. You can do the same with (for instance) days of the week or months of the year.
If you define your own sequence, you could do the same with (for instance) books of the Bible, or anything else you can think of that has a specific sequence, and where you'd want to avoid typing in every single value.
I recently tried to do this with letters of the alphabet, and was shocked that after typing A, B, and C, Excel just repeated them.
So where (in version 2010) does Excel allow you to define your own sequences of values? (Googling only found me such drivel as this.)