Is it better to write a story straight through? Or is it easier to jump around?
Obviously, the answer to this question will differ between different people. Some will prefer to start at the beginning and plow through until they reach the end. Others will write the ending first, and find their way there. Others will jump around like veritable madmen, writing wherever they feel like at the moment. Like almost any choice, there are advantages and disadvantages to each. (That's the problem with choices.)
The biggest advantage to this method is that it's easy to keep track of. Each time you write a scene, you know what has happened earlier in the story -- you've already written it! When plot-conflicts* arise, and they will, you'll often catch them while writing. Starting at the beginning and writing straight through also gives you a sense of accomplishment. When you've written 5000 words, or 50,000 or 100,000, you can look at the manuscript and see the first part of a story. There's no temptation to qualify your accomplishment because there's no connection between scenes.
The disadvantage is that it can seem boring. Between every awesome scene, there are chunks of story that just don't seem to flow, and it can be difficult to force through those scenes. There's a tendency to get lost while writing this way, as well. Good outlining can help, but this is the easiest method in which to catch yourself meandering pointlessly. It's also possible that while writing, the writer might realize that his planned ending no longer exactly works. The events already written have changes the world or the characters enough so that the original ending simply doesn't fit. This can be frustrating. Despite its disadvantages, this is the method I tend to use.
As for advantages, well, the ending's already done. You've written out what is quite possibly the most badass part of your story, and you have a definite goal to reach. With such a clear goal in mind, it's harder to get lost in the story. You just work towards the ending that already exists.
The biggest disadvantage is the other side of one of The Plow's disadvantages. You've already written the ending, and you're actively writing towards that ending the entire time, so there's less chance of the characters missing the motivations and personalities for that ending to occur. This also constrains the story, however. While the writer is able to keep the characters committed to the personalities that have been envisioned for them, they are less likely to grow naturally over the course of the story. Since their destiny has been absolutely predetermined, they can come off as a bit false to a discerning reader.
This is probably the easiest way to write. When I have a story in my head, I often go over scenes repeatedly in my imagination. I don't have to be actively working on a story, it could easily be a story idea that I plan on working on much later on. During the course of the day, while driving, lying in bed, working, playing videogames, or watching TV, pieces of the story will play in my head. These scenes are usually fairly badass, or at least pivotal to the story, and I often find myself impatient to write them. I know I'm not the only person who does this; I imagine it's fairly common. That's the biggest draw to this method: the scenes come out fast. They're easy to write. They've already been refined and envisioned down to nearly the smallest detail, so writing them down takes almost no time at all. There's a fairly big sense of accomplishment that comes with this style: you can write every night with little trouble, as long as you have more of those cool parts left.
But then what do you do? Half of the story might be finished, but the half that remains is the hard part. The part that slows the writer down, that feels clunky no matter how many times it's rewritten. It's almost impossible to finish the story at this point, especially if it's a longer work like a novel or novella. I know I've never been able to force my way through this part. It's also extremely easy to create plot-conflicts using this method. The scenes might be written, but it's much more difficult to make sure they all agree with each other. (This can, of course, be fixed in editing. I just don't like editing to be much harder than it already is.)
These are generalizations, obviously, and they're based on my own observations. I'm sure some people who work best by writing all the cool parts first and then slogging through the less exciting parts later. There are certainly some writers who keep track of their plot as if it comes naturally, and never have any problems with plot-conflict.
Also, I should mention that extremely competent outlining can alleviate many of the disadvantages associated with any of the above methods. And you should always outline.
(Do as I say, not as I necessarily do.)
* By "plot-conflicts," I don't mean conflicts within the narrative, I mean conflicts that the narrative has with itself -- causes that happen after their effects and such.