I try to do both. The way my brain works, I need to see where something fits into the bigger picture (both in time and space) before I can engage in the nuance. The beauty of this form-factor is that we can keep adding more videos to add more color and context since we aren't limited by the time of the classroom or state-mandated curricula.
I think the breadth first approach is very important, it allows you to see the overall structure and focus your attention on what your interested in. Much like a levels of detail on a map - first you need to know the big geography - where are the oceans/land, or in our case what are the most important events/people/locations/traditions, and then we can zoom until eventually we can see the details.