For most shows, 'order' of production doesn't matter.
I'd suggest yes and no. Take friends. One of the best comedies ever in terms if how try approached the writing. And there have been others in the past as well that are similar. Mash and cheers or example. If you watch it out of order they have funny episodes and any one can usually stand on its own quite easily.
However watch them in order and many jokes get even better and story lines have even more meaning because of past influences from episodes already seen.
That's the best approach for most shows
IMHO because then you can Handel missing episodes and not worrying about being so lost you don't bother coming back.
I like full seasons story arches to like the following and 24. But those are much easier with DVRs to be sure.