New to Blender - Question on managing workflow

Although ambitious, we (a small group of friends) wanted to do a short of length 3-5mins. But I am not very clear about best workflow in general. I would ideally want to keep each character, each set and each shot/scene in a seperate blend file and them import necessary characters and sets into a scene file (say, a new blend file for each scene) and complete the scene there. Is it possible to do it that way? I tried a test import but then it breaks connections between mesh and armature of a character and also does not import actions etc. Is there a better way of managing the work flow?

In this blog post, the Orange team describes their assets workflow. Might give some useful hints.

Check out the rest of the orange project blog too!