This question was on a test I took when interviewing for a job today. Damnest thing, I’ve never been stumped on a sequence question before.
What is the missing letter in this sequence?
B C D G J _ P
I think it’s M, but I have no reason for thinking so other than the letters go 1…1…3…3…3…3. Just a WAG.
Did you get the job?
It’s O. Going in alphabetical order, all letters in that list have curved rather than straight edges.
A E F H I K L M N
B C D G J O P
Actually, it’s O. Bit of an old chestnut - letters of the alphabet which cannot be written using only straight lines.
I probably didn’t get the job. Everyone wants to hire CS majors, not English majors with CS minors.
O it’s the next letter with curves in the sequence
Wow, that’s really much harder not having the other list of letters in sight.
Ah so, Dooku and Usram. You are both very quick and your skills are great. You have beaten me this time. I must train on my speed somemore, so that when we meet again perhaps I will emerge victorious.
Bows
Okay, I got it wrong. I suck. 
I guessed M as well, following the same number order series mentioned above.
The problem I think lies in the fact that the word “sequence” is given. We all are used to Number Sequence puzzles, and rely on hieuristical knowlege to help in the clutch. Numbers by definition have to have order, Letters have to have (or represent) sound. Sequence forces the mind to basically recall the A=1 cipher.
A thinking outside the box puzzle if I ever saw one. To worsen matters, Algebra teaches that Letters can act as numbers, but we are never taught that Numbers can act as letters. Hopefully this job will never use Algebra… (One can hope).