I have never shot a camera in any scene mode. I tried a few of the main modes when I first started out with a DSLR but all that resulted in was missing shots of wildlife while I was trying to center the exposure needle. I finally figured out that by going to manual I could set the aperture and shutter speed then let the camera select the ISO. That's what works for me.
Try this instead:
1) Aperture Priority mode
2) Fix the aperture to what you want
3) Fix the ISO to what you want
4) Keep an eye on the shutter speed; if its ever too slow push the ISO higher
The bonus with this approach is that if the light improves your shutter speed just gets faster and faster to compensate - if it gets worse you just up your ISO yourself to compensate.
Granted your approach can work well, modern DSLRs have goo high ISO capabilities so leaving it on auto can work well, however if you're fixing shutter speed and aperture there is always the chance that your going to have more settings to fiddle with if the light shifts significantly.
That said in the end there is no proper or perfect approach, the key is to try and experiment and practice with a variety so that when a situation arises you can choose the best mode and method to get the shot you want with the settings possible with the scene.