We consider the job-shop problem with sequence-dependent setup times. We focus on the formal definition of schedule generation schemes (SGSs) based on the semi-active, active, and non-delay schedule categories. We study dominance properties of the sets of schedules obtainable with each SGS. We show how the proposed SGSs can be used within single-pass and multi-pass priority rule based heuristics. We study several priority rules for the problem and provide a comparative computational analysis of the different SGSs on sets of instances taken from the literature. The proposed SGSs significantly improve previously best-known results on a set of hard benchmark instances.