Sequential ... you avoid gaps in your chess knowledge by being more thorough.
I've noticed that the adaptive mode over-estimates your skill, gives you this inflated mentor rating and quizzes you about advanced Silman-esque strategic/positional concepts (which you may or may not get right) when in fact, you've still got horrible holes in your basic chess knowledge that will bite you when you're actually playing a real chess game.
The sequential way or adaptive way? Which do you think is best?