The thought also does occur to me, that one can become easily overwhelmed by the amount of information available, especially nowadays.
I started my reading of philosophy historically, and I find the historical approach a very useful way of organising my ideas about it. I haven't read anything much about Hegel's 'historical dialectic' but I think it is a very powerful idea. It is clear to see how these great themes have played out through centuries. I think Will Durant was especially good at the historical perspective; I have been browsing his 'age of faith' again, recently.
But having got something of a grounding in the historical approach, I think the thematic approach is most useful. There are certain themes or ideas which I have been studying for a long while; once you have an historical framework in mind, the thematic approach allows for a lot more depth in regards to the particular ideas you are pursuing.
I studied comparative religion, and the department I went to put a lot of emphasis on 'the history of ideas'. Comparative religion is somewhat broader than philosophy as such and brings in many perspectives from different disciplines.
But the thing is, there is more information than any one person can possibly hope to absorb nowadays, and it is growing all the time. I think if you try and cover too much, it can lead to a kind of burnout.