Q. Can I create custom activities in for SharePoint workflows?
A. It has been possible to create custom activities for use in Visual Studio since SharePoint 2007. It is now possible to create custom activities for SharePoint Designer 2010 also. Please refer to MSDN to find more details on how to do this.
Q. What is the difference between sequential workflows and state machine workflows?
A. Sequential workflows mostly execute in a linear fashion based on branches and are ideal for simple processes such as a linear approval process where the document may be approved or rejected. State machine workflows do not flow in a linear fashion and normally involve transition from one state to another.