What is the preferred way to concatenate sequences in Python 3?

what is wrong with:

from itertools import chain
def chain_sequences(*sequences):
  return chain(*sequences)

I'd use itertools.chain.from_iterable() instead:

import itertools

def chained(sequences):
    return itertools.chain.from_iterable(sequences):

or, since you tagged this with python-3.3 you could use the new yield from syntax (look ma, no imports!):

def chained(sequences):
    for seq in sequences:
        yield from seq

which both return iterators (use list() on them if you must materialize the full list). Most of the time you do not need to construct a whole new sequence from concatenated sequences, really, you just want to loop over them to process and/or search for something instead.

Note that for strings, you should use str.join() instead of any of the techniques described either in my answer or your question:

concatenated = ''.join(sequence_of_strings)

Combined, to handle sequences fast and correct, I'd use:

def chained(sequences):
    for seq in sequences:
        yield from seq

def concatenate(sequences):
    sequences = iter(sequences)
    first = next(sequences)
    if hasattr(first, 'join'):
        return first + ''.join(sequences)
    return first + type(first)(chained(sequences))

This works for tuples, lists and strings:

>>> concatenate(['abcd', 'efgh', 'ijkl'])
'abcdefghijkl'
>>> concatenate([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
[1, 2, 3, 4, 5, 6, 7, 8, 9]
>>> concatenate([(1, 2, 3), (4, 5, 6), (7, 8, 9)])
(1, 2, 3, 4, 5, 6, 7, 8, 9)

and uses the faster ''.join() for a sequence of strings.

Use itertools.chain.from_iterable.

import itertools

def concatenate(sequences):
    return list(itertools.chain.from_iterable(sequences))

The call to list is needed only if you need an actual new list, so skip it if you just iterate over this new sequence once.