Forgot to mention 2 things:

1. While <Enter or <Tab will move you forward through your sequence
of cells, <Shift<Tab will allow you to go in reverse order in case
you have to go back to a previous entry.

2. Excel apparently has a limit of 25 non-contiguous cells that can be
used in a range name. However, you can get around this. Say you have
50 cells in your sequence. Give the first 25 cells a name (like
"Entry1") and the next 25 cells another name (like "Entry2"). Then do
InsertNameDefine, assign a range name (like "EntryAll") and in the
Refers To field type =Entry1,Entry2 Now, when you choose a name from
the drop-down in the Name box, choose EntryAll, and all 50 cells will
now be highlighted.