for something like a character foot, i would use SDK because its more customizable/editable than the connection editor.
example:
with the connection editor, you have 2 objects, and you connect both translate X's. when you move one in the translate X, the other would move the same amount
but with SDK, you can control both translate X's still, but!
you can have 2 objects, and both translate X's could be connected in the same way as the connection editor, but you can also say when one object is 5 units in X, the second is 10 in X

its hard to explain :S