With longer combos it's best to identify breakpoints in the string and break it into smaller parts that you can practice more easily. Then, when the pieces are consistent, pick two and join them together into a longer string and practice that.
Say, with EX Kyo's cr.B, cr.B, st.B, qcf+A, qcf+P, K combo.
You'd break it into:
cr.B, cr.B, st.B
st.B, qcf+A (and maybe cr.B, st.B, qcf+A)
qcf+A, qcf+P, K
When those are done, join stuff together:
cr.B, cr.B, st.B, qcf+A
st.B, qcf+A, qcf+P, K
And finally, the full combo:
cr.B, cr.B, st.B, qcf+A, qcf+P, K