Load Multiple Movie Clips into empty_mc

I need to load multiple movie clips one after the other into an empty_mc.

Im going to load one, and then once thats has finished playing I want to load #2, then #3, then #4, … etc.

There are probably a couple ways that I can do this.

Is it possible to stick a gotoandPlay at the end of the first mc to load the 2nd movie clip in its place on a higher level so it goes on top of it?

Would it better to use the load/unload movie syntax? Does anyone have any examples of something they have done?

Thanks
Jake