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