What order do you write in?

I know a lot of other writers who have no problem writing stories out of chronological order. And I understand the benefits of doing this. I get stuck a lot of the time, and instead of writing future scenes like I possibly should, I either force myself through the slow parts or I give up.

Obviously, the whole "giving up" thing can lead to problems––mostly the guilt that I abandon so many of  my poor little stories. But on the other hand, I can't seem to force myself to write out of order. I do plan ahead as I write, I just don't want to "skip" anything as I'm actually writing.

Of course, just as there are benefits to writing out of order, I think there are benefits to writing in chronological order as well. My fear is that, if I didn't write in chronological order, I would only write the "interesting" parts of the story––the main events and whatnot––and skip over everything in between. Sure, the in-between stuff can be kind of dull, but I also think it's important for creating tension and building character relationships, etc. I guess I feel like, if I don't force myself through the less interesting parts, I don't know my characters well enough to be sure of how they would respond in the most disastrous situations––if that makes sense. I find that my characters usually turn out differently from what I initially expect, and if I wrote out of order, maybe I would miss out on that.

So, what does everyone else think? Do you write in or out of chronological order? What do you think are the costs and benefits of each?