I've always written out-of-order, which is why I like Scrivener now -- beats the hell out of long word docs with gaps and ** all over, or lots of tiny files in a folder that you try to keep numbered or something. Both of which I've done in the past. But I find that the further out I go, the more likely I am to need to rewrite when I get there, so these days I do try to stick to an orderly progression, to avoid double work. I think you definitely do need to go where the inspiration is, though!!