Another note to add for AE renders.
Even if you choose the lossless setting (animation codec) and import that into premiere/avid/FCP.. it will have to be re-rendered to match the sequence setting.. so in essence you are chewing up more storage space, and then redering time.. thus why I tend to render my work to match my sequence.
Yes there are times I will spit out an uncompressed/lossless file, but there are specific cases to do so (if it is a vector based graphic sequence for use on a specific digital display, LCD jumbo tron, digital billboard, etc) that require an exact codec that AE cannot create.
For your stills, I have 2 options:
Make the image sequence in after effects, then in premiere, import the AE project, and then a window will appear asking to choose a specific composition. Choose your comp, and now it will act as a clip in your project.
The nice thing is once you edit it down in your sequence, you can right click it and choose 'edit original' and it will open the AE project it came from.. You can then make tweaks, and when you flip back to Premiere it will be updated (render will need to be done)
Other option is to change the duration of still imports in the prefs in premiere. Go to General/then still image default duration. Change it to whatever you need.. 1 frame, 10 frames, etc.
Note that only affects new files upon import, not existing files already in the project.
You can also select 1 or multiple images in your bin, right click and select speed/duration.. change that to what you want and save.. it will change them all.. now you can simple select many images and drag into a sequence and it will put them in order, essentially creating an image sequence.
does that help?