I did that with my first book and went back later and looked at the scenes that I hadn't used and turned some of them into short stories. One even sold!

I think you have to do whatever works for you.

But not every writer is comfortable with an outline. Some writers like to start with a character (or a setting, or a situation, or whatever) and just go from there.

The main reason I would recommend the jumping around method is if there is a scene that is particularly clear to the author that is not the opening scene.

Writers should write the parts that are most ready to be written, when they are most ready. If you wait until you get to that part while writing chronologically (and that's a valid term for it, by the way), you may not be as excited about the scene as you were when it first formed in your mind.

There is no rule that says if you start with the jumping around method that you have to stick with it. Once you get the out-of-order scene down on paper, it's fine if you go to the beginning and write chronologically until you get to that special scene, or until another scene demands to be written.

You will most likely do the rewrites in the order in which the story will be read, and you can smooth over the rough connections and fill in any blanks, and so on, during the rewrites.

1--Write the parts that you are ready to write no matter where they come in the story.

2--Get the whole thing, in whatever order, down on paper so you have something to work with.

Which is to say, I create an outline, then tell the story that fits inside of that outline.

In the final draft, the story does have to be read from beginning to end, so you have to go through and edit it with that in mind, from beginning to end. And in the method I describe, building a world sets the conditions before the beginning of the story, imagining your character in that world is the genesis of the story, and only in the outline do you decide the resolution of the story, so it can be regarded as a beginning to end process.

I think that the important thing is that if you just sit down and write out your story from beginning to end, letting the action unfold from beginning to end, it makes it much harder to fix certain kinds of errors. For instance, let's say that you posit something really silly as an element of the setting. Because you didn't have a separate stage for creating the setting and considering it apart from the story, you may only realize it when you ask other people to read the story and every single one of them says "This is a stupid idea." But at that point, it's too late to fix it without throwing out the entire story.

The same sort of error can happen at each level. Your world could have a completely implausible aspect (I've read countless stories that are set in silly worlds, so I've learned to forgive that flaw in a story, but I'll never enjoy it), or your character could have an inexplicable contradition that is obvious (so smart and straightforward in one place and so stupid in another, for no reason...) to readers, or the plot itself could contain contradictory action that can't be solved except by Deus Ex Machina (I don't forgive this in a story, even if I forgive everything else). Which is why it's a good idea to go through and make sure that each level is well constructed, since everything after that is going to be based on it, and if there's a flaw in one of the base levels it can be impossible to remove later without discarding all your work.

I do outline my world and do extensive character profiles, but that is all the outline I do, until I am done, then I outline to make sure things flow and that I don't have any of those pesky continuity errors.