I've always done it, but that's because I'm a pantser not a planner, so I'm working the story out as I write it and if I don't write things down as I think of them, it's all too easy for me to forget them entirely. So at the very least I scribble notes for future scenes which I can then expand as and when necessary. But very often if I get stuck on a scene because the words just aren't coming then it helps me to work on something else that occurs later on for which the words are flowing, as it means I keep writing and in the world, and I'm not sitting agonising and beating myself up over a blank screen. I've often had as many as a dozen part-written chapters all in different stages of development from a few sentences and ideas up to all-but-finished.
What I've found useful in this respect is to write in discrete chapters rather than one long document. So if I have a brainwave for a later scene I'll start a new Word document, give it an arbitrary chapter number that seems suitably far away, and then write the idea down. That way the scribbled note doesn't get lost, nor does it get in the way of the earlier chapters, but it's there and easily found as and when I want to revisit it. (Invariably the chapter number ends up having to be changed, as I write far too many chapters in between, because I always underestimate how much I'll write!)
There is a big drawback to doing it, though. Sometimes I've written a good scene or chapter towards the end, but as I've made my way towards it something has happened that means it can't stand as written -- not necessarily a plot issue, but it might be the tone or atmosphere, or just the language used. I then find it difficult to change it, as it's fixed in my mind and giving it a re-write feels wrong, no matter how necessary it is. If you're happy to rip up your first drafts and rewrite things from scratch on second and subsequent drafts -- something I can't bring myself to do -- then you'll be fine.
Having said all that, I don't think I would allow myself to get pulled away from writing the very last chapter in order to rush on to the next book. I think in this circumstance unless I was completely stuck and getting worked up about it, I'd maintain discipline and just get the damn thing written.