tl;dr: Do you try to connect the modules of your campaigns or do you mostly stick with DH's "disconnected missions" scheme? And why?
From the original design of DH and most of the official and / or fan-made modules I've seen, it is generally assumed that at least pre-ascension level, basiccally the Acolytes get sent on a mission, return from that mission, may or may not get some downtime and get sent on the next - usually completely unrelated - one.
Now, I certainly recognize that fluff-wise, especially low-ranking acolytes would indeed just be assigned different tasks by their master whenever necessity arises and also to test them and their abilities. Also, from a metagaming standpoint, the "one mission after another" mechanic obviously makes it a lot easier to mix different types of stories and different locales.
But: I think that these "disconnected missions" can greatly hurt the feeling of scale that a connected campaign can evoke. Let me make an example: before I started GMing, I was a player in our regular group, and our then-GM ran the three modules from PtU. Now, these modules (at least RfYaT and BH) actually DO have a connection, if only a slight one that is all but forgotten in the middle part - but this connection completely evaded us for 99% of the time we were playing. Maybe this means we were not the most attentive of players (all but one of us were still very new to the setting at that point), but I think the main problem was that these modules did not "feel" in any way connected. There was no natural progression from Scintilla to Sepheris, and we didn't ever feel like we were solving something that might be connected but rather felt we were just solving three completely separate cases, so that even when the connection to RfYaT appeared in BH, initially, none of us even got it.
When I took over as GM for our group a while after, being somewhat of a storyteller at heart, I made a pact with myself to try and give events and missions a logical progression, giving the Acolytes a larger "case" they are working on. This doesn't have to mean that they are empowered to do whatever they want - but if they bring back the evidence and with it these hints to their Inquisitor, he'll probably go "Hey, that's interesting - go investigate that next!". And voilà, you've got yourself an ongoing narrative that actually leads from their current mission to what they'll be investigating next in a logical way. For me, both when I'm a player and when I'm GMing, this is a much more rewarding experience than the Inquisitor simply patting his acolytes on the back going "Alright, you did well. Now go investigate this completely unrelated case." Not just because there now is a narrative, but also because the acolytes get an additional confirmation that what they just did (any maybe almost died for) actually meant something in a larger context.
Don't get me wrong - I still run regular modules, and they still can be pretty much standalone if they were intended to be. But I make a point of always inserting one or two hints to events that will follow in the campaign - even if they are mostly unrelated to what is going on in the current module. If the acolytes put those together on their own, I might give them some bonus XP and their Inquisitor will agree with them and send them on their way. If they don't, he can still put them together for them, but the progression still remains.
So is guess my question is: what do you think - either as players or GMs? Do you prefer the disconnected, mission-like structure, or do you like connected campaigns more? And: why? :-)