I figured I'd list a few of the places I found where I could sequence break. If you haven't beaten the game at least once, I'd really recommend enjoying the game some more, first!
Contribute more if you've found them, I'm curious to see what people have come up with!
1): There are a number of places where there is the "S" pattern anti-carry field designed to prohibit you from carrying cubes through, but to allow you to lead yellow cubes through the chamber. You can sequence-break a number of these chambers by using the green gun's ability to paint in straight lines: Standing in front of the chamber, point at the far-left corner in the chamber and fire off a cube. Snake it right-- it will try to weave back towards you, but if you give it enough horizontal distance, it will reach the BACK of the first glass wall, at which point it will happily continue snaking horizontally across the floor. If you continue to paint all the way to the right, you can paint large vertical sections on the back of the wall. At this point, you can simply walk through to the other side and pick up all the cubes you need.
You can sequence break "Hidden Behind Glass" in this way, and I think you can also break into "Being an Entrepeneur" in the same way.
2) There are a handful of places where the Red Gun is recommended, but not needed. In "A Book and Its Cover", you can simply pull the red bricks out and redirect them back into the destruction field.
3) Likewise, other Red-suggested puzzles can be cleared with Yellow; the "WTF?" chasm in "Impossible Paths" can be defeated by inching yourself inside of the forcefield, then leading the blocks to form a bridge to you, then to the other side.
4) As many people have noted, if you have enough cubes, you can easily enter the exit sequence of the game with only the yellow gun, by firing blocks into the gap below the door and leading them up and into the red bricks, then into the destruction field.
5) Anti-carry hallways lined with destruction fields like in "Many Different Angles" and in the secret hallway that leads from "Connecting the Pieces" / "Stairway to Heaven" only need the yellow gun, though the map indicators for these rooms don't appear until you pick up the red gun. Just snake your blocks through carefully: you can stop a group of blocks in mid-air if you middle-click them again, so you can lead the blocks straight down the middle of these hallways.
6) You can get to the secret area through "Laying the Foundation" as soon as you get to the room (Requires green gun), you don't have to approach it from the side that opens up from The Tower (Yellow Gun.) The map doesn't update this nub until after you get the red gun.
7) Not a sequence break: Although you can drag green cubes through any S hallway, the S-hallway in "Butterfly Effect" is intentionally deformed so you can shoot them over the top and carry a bunch with you to "A Link to the Past". You don't have to farm cubes using the jump-glitch as some people have theorized.
8) The jump glitch: With the green gun, if you put a cube up in the air and pull on it as you jump down, you might be able to create three cubes out of two, and repeat this process until you have 8, and then you can farm the normal way. I don't recall any spots where this might be more useful than just pulling green cubes through an anti-carry hallway, but I did watch at least one person demonstrate the glitch: http://www.youtube.com/watch?v=aKzkVoUBoAw
I'm not aware of, right now, any way to actually skip an entire gun. I know the red gun requires you to solve a yellow puzzle, and all of the yellow gun entry points seem to require the green gun, and all three green gun entry points require you to be able to move blocks, so far as I know...