I totally write my series (and story scenes) out of order. I've already written the final scenes of my Waterman series, which is six volumes long. Susan Cooper did this too: she wrote the final scene of the Dark is Rising series before she'd written the final four books of the series.
Fortunately, my Muse is talented at aftershadowing. I'll write a scene toward the end of a series or story, and only later will my Muse reveal why the scene went the way it did.