More info on chunking/learning combos.
Chunking takes advantage of how we learn. IIRC the average human can recall about seven "things" at a given time. What's great though, is that "thing" is a really vague term. To explain this I'll use a general example of someone who cannot even do a basic chain in SG.
Let's say this person (we'll call him Noob) is trying to learn a LP LK MP MK HP HK chain. To learn this chain, Noob would want to 'chunk' it into three separate parts. LP LK MP, MP MK HP, and HP HK. After practicing these three separately, Noob would want to put them all together. Important: putting the three chunks together is NOT as easy as it might seem. Just like a kid might be able to recite two separate parts of a phone number, but fail to say the whole thing smoothly, so too will Noob fail to immediately put these three separate parts together. This is completely normal, and happens to everyone at some point (whether you're trying to put together two separate chains, two measures of music, or the aforementioned stings of numbers). This is the reason I suggest putting the final button of one 'part' as the beginning button of the next part. In a sense you're practicing the transition from part A to part B beforehand (just look at the three chunks Noob is learning: LP LK MP, MP MK HP, HP HK). In my experience this makes putting chunks together a bit easier.
Now, what's great is that after a bit your brain will start to treat the LP LK MP MK HP HK chain as a single thing, instead of three separate things. Let's call this chain A. Now all you have to do is learn chain B (let's assume for a second that the HK in chain A is a launcher. You'd want to start chain B with this launcher. Both because you need the launcher to start the air-chain, and because it will help later with the transition from A to B). After you learn A and B, you can learn C, and connect all three. What's really cool is that after enough repetition your brain will stop treating A B and C as separate, and will instead think of it as a single chunk. Do this with D, E, and F, and there will reach a point where combining A - F is as easy as connecting just two separate things, instead of 6. What's even cooler is that over time connecting two new things will become easier and easier.
Some tips, and summary: Don't get too frustrated when you find it hard to connect two things you have down pat (string A to string B in this case). this is NORMAL. If you can't connect string A to string B for the life of you, then just practice the transition, and don't worry about the beginning of A or the end of B. Once you have, say, the second half of A to the second half of B down, doing A - B in its entirety should be no problem.
You can never chunk too much. If you can't land a simple string for the life of you, just chunk it into three separate parts of 2-3 buttons each. Eventually you'll be able to learn new strings as easily as you can learn a new telephone number, and you'll be treating multiple strings as a single chunk.