I watch them in order. I can't imagine just thinking "Let's check out some Petofi!" All the really good stuff is simply spread out too far and wide.
I tend to watch the episodes two different ways. If I'm going to sit down or use my stepper and watch without any distractions, then I go through the episodes in order. (However, now that I am in the midst of the Adam storyline, I am starting to rethink that strategy.)
If I want something on television while I'm in the middle of a project like straightening up the room or sorting through papers or something that means the screen won't be getting my undivided attention, then I'll pop in a random 1897 disc. Sometimes I put one in at night and fall asleep watching it, especially when I've got something else I'm trying to drive out of my brain so that I can sleep.