well, with a tripod you don't have to worry about puting like, layer over layer in a staircase pattern or whatever. your background is already all the same and motionless in each of your shots, so you just have to worry about putting it together right. layering and masking each shot together on top of eachother...
well if you mean sequence like photography, then you will need a tripod because you want to have the exact same framing for every shot during the sequence as well you will not need to zoom in and out during this time changing the zoom, basically the camera., which should have a fast shoot made areound 2.5 fps for the average camera and hold it down
If at first you don't succeed, failure may be your thing-Warren Miller
Do all your whitebalance and color corrections in a batch with either Adobe lightroom or Adobe Bridge. That will keep your colors the same across all the photos. Then like they said, just layer and mask. Its a pretty easy thing to do once you figure it out.
As far as actually shooting the photo set. Try to keep your camera in one place if your shooting with a wide angle lens. Wide angle lenses have a lot of distortion and its hard to get everything to line up right if you move your lens at all. If you are shooting with a standard lens or something with little distortion, you can actually track your object and then patch them all together later. I do that often when i'm shooting with my 70-200.
If your camera lets you adjust your frame rate, you may want to slow it down a little if the object is going slower. Otherwise you may fill up your buffer and not have a full sequence.
I try to shoot sequences in Raw format so I have more data to work with, but if your camera has a smaller buffer, you may want to shoot Jpeg so you can get more frames.
my 1dmk2n shoots at 8.5fps and my 40d shoots at 6.5 fps. But you honestly only need around 5fps for most faster moving stuff.
use quick mask mode and zoom way in use a brush around 5px go around the skier in each frame this should give you a red border around your skier, then use the magic wand and select the area outside the red brush this should give you what i call "the dancing ants" once you have that you go over to your layers and click "add layer mask" if you tried this and the wand selected the wrong side of your skier just grab the inverse and you should be set