In Part 5 of the series "Programming in Max for Live" by Cycling '74 it's all about MIDI for the first time. In it we learn how to program a step sequencer that is synchronised with Live's transport and sequenced with the velocity values of the notes.
Programming in Max for Live Episode 5: Creating a Velocity Sequencer MIDI Effect
Part 1 - Working with MIDI Input
Part 2 - Creating a 16-step Sequencer
Part 3 - Tying It Together: Integrating MIDI and the Sequencer
This way for heaps more Max for Live devices & tips.