Getting from one cycle to another can be problematic. It is a good idea to make the transitions as easy as possible by standardizing your motions. When doing walks and runs, it is best to always start and end each cycle on the same foot. This way, the transition between a walk and a run is much easier. Moves such as attacks should also be able to hook up with other motions. It is a good idea to start these on the same foot in much the same manner as with walks and runs.
To make the game as interactive as possible, it might be necessary to break out of a cycle in the middle to substitute a new action. This task could fall on the programmer, who must devise an algorithm to get the joints from point A to point B in a few frames. Typically, this sort of automatic inbetweening can look mechanical.
In lieu of this, you can create short bridging motions that are only a few frames long. These can be substituted in between the other motions to create a smooth transition.
Even though the requirements for game animation are very different from those for film, all the fundamental principles of animation apply. Be true to your characters, understand them, and try to get the most out of your cycles. Even a short walk cycle can ooze with character in the hands of talented animator.