Can I jump updates / versions in CyanogenMod like from 10.0.0 to 10.1.2? When I'm installing updates through the built-in app in CyanogenMod, do I need to install all the previous (stable) versions before installing the last one? Or does the last package contain everything between the running version and the last one? ( I'm only interested in stable releases. Say I'm running CM 10.0.0. If I want to install 10.1.2, do I have to install 10.1.0 and 10.1.1 beforehand?) 

Thanks in advance.
No, You don't need to do that.
You can go ahead and install only the latest version.

Pro tip: to manage CyanogenMod updates, you can use an app called GooManager.