I'd say it depends on the competition and the situation really.
Couple of examples - a lane with 2 shooters on it, caught behind a lane with 3 really slow shooters, with a big gap developing after them. In that situation I have in the past shot the next lane, then shot the lane the slow group were shooting on then flipping onto the lane after the slow group to overtake them.
Another example is if you're starting on lane 2 or 3 and there's a long walk back to the first lane - If you're waiting around for the group in front of you to take their shot and you suspect they're going to be slow, it's perfectly fine to nip in and shoot the 1st two lanes so you don't have to walk all the way back to them when you finish the last lane. I've seen this done in a BFTA GP this season.
So long as it's done to help speed things along and not done to gain any sort of advantage . I guess strictly speaking the lanes should be shot in order, but only a real jobsworth would complain if it's to help get the competition flowing better.