I've been swamped and I before I do something dumb, I want to make sure that it won't cause any problems to make the jump directly from 2.5.2a to the latest version. Or is it important to do the upgrade incrementally?
Yes, you can upgrade from there. Be sure to do an actual installation, not just uploaded the new files. There are database changes too which the installation will make.
One thing you will need to do is related to custom fields. If you have any dropdown, radio button, or checkboxes... you'll need to put data in the newly add selection limits box. This is where you can put a limit on how many times each field option is selected in a registration. You input it just like field values... put a limit number for each value, separated with the | character (no spaces on either side of the separator). If it is unlimited, just put a 0 for each value.
That is the only manual tweak you may need to make. Also be sure to save any language file changes so you can paste them into the new files. The CSS has not changed since 2.5.2 so you're okay to keep the old CSS file if you made any changes.
Correct. It is not possible to install any component when an installation of it already is in place. Make sure you download the package fresh to make sure you have the latest builds. Thanks.