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I've played both ways: doing all the chapter 2 quests first, then moving along, or playing just the minimum chapter 2 quests necessary to get the gold to buy the support of the Shadow Thieves. Both ways work well.
SPOILER...
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If you want to put Imoen back in your party after you free her from Spellhold, it makes sense to do as few of the chapter 2 quests as possible before moving to chapter 3. This will let her gain a few levels easily and some very useful spells. Underscore that if you've got ToB installed, because the ceiling at level 6 mage spells is then raised to level 9. Getting a mage all the experience they can before hitting the challenges towards the end of the game makes good sense.
If you just plan to free Imoen and keep your current team, it doesn't matter whether you do all the chapter 2 quests early, or not. Note that some chapter 2 quests get a bit more difficult if you do 'em after Spellhold and the Underdark: I actually encountered a few vampires in Nalia's stronghold when my party hit that quest late in the game, rather than making it an early choice.
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