Episodic stories are all fine and good, but if your story lacks cohesive structure, you might as well just be an anecdote writer. And as any frequent partygoer knows, anecdotes can be quick to lose their charm.
Short stories are essential. Not every writer can posit an idea strong enough to carry an entire novel--which is fine. Some people are inherently drawn to short fiction and have mastered the art of communicating an idea or telling a good story within the perimeters of a few pages. Personally, I prefer writing short stories to longer fiction, as it prevents my ideas from being cluttered by extraneous material like subplots and unnecessary opinions. I have a very cinematic perspective on how a story should be told: get in, get out, and don't let the door hit you in the subplot on the way out. Subplots are fine as long as they serve a purpose and don't detract from the story or theme. Look at this way: if I started telling you a story about my day and then suddenly started going on a tangent about a turtle crossing the road--waxing poetic about the sunlight on his shell and its non-teenage, non-mutant, and non-ninja struggles--you'd probably be flummoxed and a little annoyed. So why would you do it in a piece of work that you are writing for a specific purpose?
Certainly, you can have an episodic story. This isn't quite the same as a meandering story: if done correctly. This means the episodes need to revolve around a central theme or character, or at least have different characters in different situations cross paths at some point to tie the plot together or make a statement. If there is no connection between these episodes, all you've accomplished is a short story collection that is under the mistaken impression that it is a whole. It will just be chaotic and distracting, a haze of unrelated and unspecific molecules bounding past one another but never colliding.
Take World War Z for example. Max Brooks is an intelligent, creative man who banked on the zombie fad before our entertainment consuming habits became tainted with gory ennui. His novel is not only remarkable because of its astute depiction of the modern world and its innermechanisms, especially during times of strife, but because of the book's presentation. It is chiefly epistolary, composed of transcripts of interviews. It is an episodic novel, focusing on different characters on separate continents that have no relationships other than the force uniting the entire population: an unstoppable zombie pandemic. While one would think this alone is not enough to tie these episodes together, it is more than enough. Brooks uses the threat of the zombie invasion as a symbol for encroaching fear and tumult in our world, which is an entity that all of us as humans have encountered. In addition, these characters share an identical goal: survival. The primal instinct that guides all of our lives is what drives the tragically realistic characters populating his novel. By giving each story a common purpose and a shared setting, Brooks assembles these episodes with nearly flawless integration.
After all, if you don't have a cohesive story, do you really have a story? Or have you just assembled a string of ideas and characters and concepts that are perfectly nice on their own, but have no definitive purpose? No man is an island and the idea is no exception. You will have many ideas as a writer. Probably not as many as you would like, but enough to facilitate the act of writing on at least some occasions. You will write about this idea. However, you may later realize that your idea alone was not enough to support an entire story. As we've discussed before, a story is a very complex entity that must have all elements present to function correctly. This includes some sort of bonding material. To continue comparing a story to a house (a metaphor I'm sure you've tired of), cohesion is the cement holding the story's foundation together.
Let's go back to Brooks. A similar piece of work is the recent film Contagion, which featured also featured an unrelated assortment of characters coping with a disastrous pandemic. The movie's enemy, however, is a pathological one and while its framework mirrors that of World War Z, it fails to feel even slightly cohesive. One would think the threat of a respiratory disease pandemic would be more frightening and uniting than a zombie invasion, as the former is much more realistic than the latter (although not according to Hollywood, which seems to believe that zombies are a bigger and more imminent threat than global warming). However, what Contagion lacks is a unifying force. The zombies were a metaphor for global fear, something that unites all of humankind; the disease isn't representative or indicative of any human experience. Also, the characters don't really have a common goal. They don't want to die from this awful illness, sure, but that isn't enough to unite their stories. They are little more than separate foreign bodies hurtling through the same movie, sharing space but not experience. The result is a cold, clinical film with little to say.
That is the major issue with stories that lack cohesion--they also lack purpose. If there isn't something tying your thoughts together, then why would you put them down to be read and reviewed? Writing needs to have a purpose or else you just have a jumble of elements that is essentially a paint-by-the-numbers sketch without any color. You know what it should be and appreciate that it has all of the appropriate parts, but the lack of color makes it...well, not a painting. Just like a story without a purpose doesn't feel like a story. It almost feels like a waste of time. Anecdotes are fine for your guests, but when you're writing a story that you want other people to enjoy, you need to have a purpose for telling it. Otherwise, all you've got is a house about to fall down around itself.
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