Consider an analogy. Suppose I wanted to learn physics, and I decided to read great works of physics in chronological order. Whatever value that project might have, it would be a poor way to become a physicist. So no: I wouldn't recommend reading historical works in chronological order. I wouldn't even recommend putting a lot of emphasis on reading historical works, period.

One reason: philosophy is essentially something you do. Working philosophers aren't intellectual historians. They're trying to sort their way through problems. Work by older philosophers can be suggestive and relevant, but most working philosophers spend very little of their time reading the classics.

I'm guessing that by "secondary sources" you mean commentaries on historical works or introductory material on various problems. My suggestion: move next to edited collections of contemporary papers on problems that you're interested in. For example: if you're interested in the free will problem, you might consider getting the collection simply called "Free Will," edited by Robert Kane. (This is not the same as his excellent book Free Will; New Directions for an Ancient Problem.) This is a set of primary source texts: contemporary philosophers wrestling with various aspects of the free will problem. Kane's introduction is helpful as well. There are similar collections on other problems. Good luck to you!

I agree with Allen Stairs that reading topically is important, but I think it is equally important to remember that philosophy is a conversation that has been ongoing for something like 4500 years. To join in on the conversation, it can be very useful to see it historically, to see how it began and how it evolved, and thereby to gain an understanding of why it is where it is today.

One can combine these approaches: Read chronologically within a topic. Or read contemporary philosophy alongside its history. To compare philosophy with physics, as Stairs does, misleadingly suggests that the history is irrelevant.

(That's not to say that philosophy doesn't "make progress"; on that topic, see my essay: Rapaport, William J. (1982), "Unsolvable Problems and Philosophical Progress", American Philosophical Quarterly 19: 289-298.)