Current methods for analyzing single-cell datasets have relied primarily on static gene expression measurements to characterize the molecular state of individual cells. However, capturing temporal changes in cell state is crucial for the interpretation of dynamic phenotypes such as the cell cycle, development, or disease progression. RNA velocity infers the direction and speed of transcriptional changes in individual cells, yet it is unclear how these temporal gene expression modalities may be leveraged for predictive modeling of cellular dynamics. Here, we present the first task-oriented benchmarking study that investigates integration of temporal sequencing modalities for dynamic cell state prediction. We benchmark eight integration approaches on eight datasets spanning different biological contexts, sequencing technologies, and species. We find that integrated data more accurately infers biological trajectories and achieves increased performance on classifying cells according to perturbation and disease states. Furthermore, we show that simple concatenation of spliced and unspliced molecules performs consistently well on classification tasks and can be used over more memory intensive and computationally expensive methods. This work provides users with practical recommendations for task-specific integration of single-cell gene expression modalities.