... ... wrote:
> The reason I am not following with the examples online is because my
> system's only input is the clock, I am not feeding any other bits of
> data in to dictate the path the of the next state.

So in the examples you read an external signal decided, what the next 
state should be.
i.e. something like
...
in state A:
if ext_signal='1' then
   next_state <= B;
else
   next_state<= C;
end if;

Well, if the next state does not depend on external signals, you can 
unconditionally code the next state.
In state A you assign next_state <= B
in state B you assign next_stae <= C
...

No need for any other signal than CLK (maybe a reset is helpful, if you 
want to start in a definded state).

In the beginning you wrote, that you want to go through the states in a 
sequence like 9,2,6,6,1,5

This sequence may represent the output of your state machine, but it may 
not be the sequence of the states itself. Cause it can not be, that the 
following state after state 6 is in one case 6, in another case 1. This 
would only be possible if you have external signals which tell you, if 
the following state after 6 should be 6 or 1.

For any state, which occurs more than once in your sequence, you have to 
differentiate the different occurences (you need e.g. a state 6a and a 
state 6b, which may both give you the same output 6).

... ... wrote:
> I am more concerned about creating the state diagram and state table to
> then a transition table.

What's the problem: draw a state diagramm with unconditional 
transistions.

A statmachine without inputs is a kind of counter.
A statemachine without outputs doesn´t make any sense :-)

So I think the numbers you have listed are the outputs of your 
statemachine.

The sequence 9,2,6,6,1,5,2 has seven states. Each state outputs a number 
on your output-signals.

e.g.

State    Output
A        9
B        2
C        6
D        6
E        1
F        5
G        2

You can code this in the "classic" way as statemachines are coded.
But if there are no inputs you can code a simple counter alternatively.
The counter starts at "0", counts up to "6" and starts again.
You can decode the output of the counter to get the proper 
output-signal.

e.g.

Counter  Output of decoder
0        9
1        2
2        6
3        6
4        1
5        5
6        2

1

if counter = 0 then

2

   output <= 9;

3

elsif counter = 1 then

4

   output <= 2;

5

...

6

end if;