I have discovered that studying the Bible in chronological order of events is most helpful in understanding. I have a Bible reference that lists the books of the Bible chronologically. I used this reference until my wife recently gave me a New King James chronological study Bible.
I began this type of study about two years ago when I was studying Paul and his epistles along with the Book of Acts. I would recommend this chronological study if you are interested in following Paul's journey and influence on the early New Testament Church.
The Bible obviously is not layed out in chronological order and sometimes it is difficult to follow along in the Old and New Testaments.
I prefer to study the Bible in a sequential expository method.