Well today with Cataclysm the answer is yes… And no… With every expansion Blizzard has learned many lessons. How to better present a story. How to make the leveling process smoother. I leveled 3 characters through old Vanilla style WoW. At that point you wanted to leave & go to Outlands the MINUTE you hit 58. But with the new leveling flow & the revamp of the old world you may find yourself wanting to stick around to finish a zone. My advice… Go ahead.
So Outlands was better designed than Vanilla. Then Northrend was much better designed than Outlands. But then came the sundering & Vanilla was no longer. You now have Cataclysm. So the best advice I can give you is finish up where you are then start Outlands.