In the last few decades several concepts of dynamical systems theory (DST) have guided psychologists, cognitive scientists, and neuroscientists to rethink about sensory motor behavior and embodied cognition. A critical step in the progress of DST application to the brain (supported by modern methods of brain imaging and multi-electrode recording techniques) has been the transfer of its initial success in motor behavior to mental function, i.e., perception, emotion, and cognition. Open questions from research in genetics, ecology, brain sciences, etc., have changed DST itself and lead to the discovery of a new dynamical phenomenon, i.e., reproducible and robust transients that are at the same time sensitive to informational signals. The goal of this review is to describe a new mathematical framework - heteroclinic sequential dynamics - to understand self-organized activity in the brain that can explain certain aspects of robust itinerant behavior. Specifically, we discuss a hierarchy of coarse-grain models of mental dynamics in the form of kinetic equations of modes. These modes compete for resources at three levels: (i) within the same modality, (ii) among different modalities from the same family (like perception), and (iii) among modalities from different families (like emotion and cognition). The analysis of the conditions for robustness, i.e., the structural stability of transient (sequential) dynamics, give us the possibility to explain phenomena like the finite capacity of our sequential working memory - a vital cognitive function -, and to find specific dynamical signatures - different kinds of instabilities - of several brain functions and mental diseases.