Hello,
You won't need to run all of the upgrades separately, you can just install 2.5.0.0 normally. I'd recommend you read through our upgrade guide though. I know that article looks kind of long but it's actually a pretty easy process. I'd also suggest you take a thorough look at the list of important skin changes and make whatever adjustments are relevant for your skin.
Of course, before doing anything like this be sure to backup your database and wwwroot, just in case. If you run into any issues with the upgrade just let me know.
Thanks,
-Isaac