For the most part, the answer would be yes. We find in Nietzsche, for example, for or five "themes" each of which evolves or deepens throughout his writings; in his case the process they undergo is almost, if not more, important than the final stages in which they are stated. We see the same thing in the thinking of Plato, in which initial positions inherited from Socrates evolve into more complex and subtle accounts of his own philosophy in his later dialogues.
Other philosophers, for example, Heidegger or Wittgenstein, take an about face at some point and throw aside their earlier thinking. But even then, that early thinking is not entirely lost and is presupposed by the latter (this sounds rather Hegelian, in which the anti-thesis of the triadic dialect is never lost but "absorbed" into the final synthesis).
Reading a philosopher chronologically not only aids in understanding his philosophy, but in understanding by example how philosophical thinking itself proceeds.