Hi Marwan, to make this a little clearer, each version of Moodle will change something, that is obvious. For some versions one change may require the additional enabling of a PHP module not previously used or on older table in the database has been changed to reflect a change in the way that table is used or to improve access times or something. Moodle evolves in steps, but cannot support too much backward compatibility. This means the upgrade process has to be done in an order, using changes from previous versions, to work properly. This is why it is better to upgrade in short steps rather than in big leaps.
To avoid this issue when upgrading Moodle, it is better to use an upgrade policy, not just upgrade when you think of it. Basically, determine when would be the best time to upgrade your Moodle and how often you want to spend the time to upgrade.
In my case, I upgrade both my active Moodles at the end of year break, so once per year. I do not use the latest version, I use the previous version because the majority of coding issues or security issues have already been detected and dealt with in pre-release testing, the most obvious, but also those niggling, minor issues that appear from time to time are already updated. This implies the release is really stable and I rarely have any issue to resolve so the Moodle runs with minimal intervention.
The last but one release is the more stable, I believe, but also, the more selfish motive is that I have time to test the latest release. I look at, and try to understand, any new features. I test most common features to keep up with any change in process or procedures to activate and use those features. So far, my "clients", (I volunteer to do this), are very happy with the way in which they get to use Moodle and the support they get, and appreciate it. (I get a bottle of wine or two each year, usually with a glass, but I don't drink and I don't have the heart to tell them so. Saves me money as I pass the wines on to family or friends for birthdays or Xmas, and the glasses usually match so a set of wine glasses every few years is a bonus for someone.. )