Thanks for the feedback!
Some of the combos are explained in the tutorial section (there are general tutorials and a specific tuto for each character).
If you get the opponent in the corner the combos can become even nastier. For example with raiden you can do huppercut into down special into hupper into forward special cancelled by a wavedash into again an other huppercut into a back special.
Also, combos with mileena can be almost infinite if you get them in the corner and have max ammos on your knifes (I think she's the best character, or at least the most difficult cpu to beat).