Need advice on linking objects (Bones, Parenting, Joints)???

I'm creating meshes for robots using Blender and am trying to work out the best way to animate them in Unity.

By animate I don't mean animation using keyframes, rather I mean let's say you have a robot arm that will move depending on user input in a game, what is the best way to setup the joints so that when you rotate one part the other parts move with it?

I've looked at parenting the various arm components in Blender, but this info seems to get lost when importing into Unity - the objects...

Need advice on linking objects (Bones, Parenting, Joints)???