Adventures come in a number of formats all with their advantages and disadvantages. I'll group them as follows:
1) One shots - these are short, say up to about 32 pages, that stand alone. Usually these can be played in a single long session or a few 4-5 hour sessions.
2) Series - these are usually trilogies of connected adventures which individually take 1-3 sessions to play. While they can be played independently, they usually have tightly coupled plot lines.
3) Adventure path - this is the extension of the series, as seen with the numerous APs that Paizo has created, which basically take the characters from first level to level 15-20. As with the Series, these are well coupled with an over arching plot line but in my experience the individual adventures that make up an AP can be made to stand alone fairly well.
4) Megamodule - unlike the AP, the mega module or super adventure is a single long adventure. It usually is meant to take characters across a span of 4-8 levels and often consists of a single location like a giant dungeon. These take months of regular play to finish. Frequently, they are broken into several sections but it can be hard to break out a section.
I've owned all four types of adventure but my experience has mostly been one shots, connected together, more or less, to form a campaign, or the megamodule. As a single product that makes for the best reading, I have to say I'm partial to the mega module. That said, under my current situation I'd get the most bang for my buck out of individual stand alone modules. With some good hooks it can be easy to integrate it into a longer campaign if desired. A great AP in my opinion is really a bunch of one shots with a really loose plot line and great setting hooking them together.
In an upcoming post, I'll talk about some of my favorite examples in each category.
The salient point to this is that ALL adventure formats are good. It's dependent upon your group and the availability of players that really defines what best works for a group. I personally love to read mega-mods but I'd rather play short adventures so it doesn't take as many sessions before refresh.
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