It's rare that I skip stuff ahead when I write. I write the first chapter of a story first, then second, then third, and so forth, get a mostly satisfying draft done of each before moving on ahead to the next. Sometimes, very occasionally, I skip a chapter: this happens when I've got little idea on what a chapter entails, and I already have a clear image in my mind on the chapter next to that.
The current storyline is a bit of an anomaly in this regard. I begun writing from the second chapter, wrote the fourth before the third, and just now skipped no less than three chapters - going straight from chapter seven to ten. I feel pretty weird about this, that's for sure. Like it was directly and maliciously subverting my logical, patterned mind.
But so long as I keep on writing, I don't mind all that much. I'm still going at my best pace and showing no real signs of slowing down.