ERROR: permission denied for sequence cities_id_seq using Postgres

Since PostgreSQL 8.2 you have to use:

GRANT USAGE, SELECT ON SEQUENCE cities_id_seq TO www;

GRANT USAGE – For sequences, this privilege allows the use of the currval and nextval functions.

Also as pointed out by @epic_fil in the comments you can grant permissions to all the sequences in the schema with:

GRANT USAGE, SELECT ON ALL SEQUENCES IN SCHEMA public TO www;

Note: Don’t forget to choose the database (\c <database_name>) before executing the privilege grant commands