Because you can either trigger the underlying sound (machine) or the complete p-locked/effected track externally, I tend to either compose all on the OT and then just sync it up to a master clock (Pyramid or Cirklon) or compose on the Ciklon, triggering various OT things. I know that's kind of a slippery answer, but the reality is that sometimes 8 tracks of OT is sufficient for me and other times, I just want to inject a crazy sample or sequence from the OT.
The big thing I have to remember is the "plays free" setting. If that's wrong for what you are trying to do it will seem like nothing is working properly.
It's probably easier to answer that I almost never use the OT Arranger for anything and have yet to do any MIDI sequencing from the OT.