It is well known that a quantum correlated probe can yield better precision in estimating an unknown parameter than classically possible. However, how such a quantum probe should be measured remains somewhat elusive. We examine the role of measurements in quantum metrology by considering two types of readout strategies: coherent, where all probes are measured simultaneously in an entangled basis; and adaptive, where probes are measured sequentially, with each measurement one way conditioned on the prior outcomes. Here we firstly show that for classically correlated probes the two readout strategies yield the same precision. Secondly, we construct an example of a noisy multipartite quantum system where coherent readout yields considerably better precision than adaptive readout. This highlights a fundamental difference between classical and quantum parameter estimation. From the practical point of view, our findings are relevant for the optimal design of precision-measurement quantum devices.