You'll need to be a little more specific with your question. "Some major chords sequence" doesn't tell too much. Are you talking about I, IV, V chords (as in a blues) or what?
If you're talking about a blues progression (which will usually just have I, IV, and V chords, unless it is a more sophisticated jazzy blues) then there are several options. There are more possibilities than this, but I think this is kind of what you're asking about:
Let's say we're in the key of A major:
Over A (I chord), you can use either A major pentatonic (more country sounding) or A minor pent. (more bluesy)
Over D (IV chord), you can use either D major pentatonic (again, more of a country flavor) or A minor pent. (bluesy sound). Generally speaking you would NOT want to use D minor pent. because it contains an F natural, which will sound sour in the key of A. This is especially true in a 12-bar situation. Sometimes it's done when you're transposing the same minor pent. riff from the I chord to the IV chord (i.e. an Am pent. riff moved up to Dm pent.), but even this is very rare by comparison.
Over E (V chord), you have several options: A major pent., A minor pent., E major pent., or E minor pent. Again, the majors will generally sound more country, while the minors will sound bluesier.
An earlier post said "major pentatonics over major chords and minor pentatonics over minor chords." You can never go wrong with this logic, but it's not at all the only option you have.
One thing you should remember when playing A minor pent. over an A major chord is that you will have a clash between the minor 3rd (C) in the scale and the major 3rd (C#) in the chord. Because of this, it's usually best to not resolve to the b3rd note (C). Most people either resolve their lines on the root (A), 5th (E), or b7th (G), using the b3rd along the way in transit.
Of course, there are no hard and fast rules in music, so "whatever sounds good" is actually the final word. However, there's plenty of things that 99% of the population will agree sound bad (like sitting on a Bb note over an A major chord in the key of A, for instance.)