If you want instant gratification run a line. In the past penetration was done only by a handful of squared away divers that researched and studied ship plans. Even then progression was done in short spurts memorizing all the exits and feathering through the wreck disturbing little to maintain visibility.
A better dive plan on a wreck is to enter one point and exit out another retrieving no line. Some lines have been strung improperly inside wrecks and slid into cracks leaving no return exit to the misfortune of the line runner. If you are gathering artifacts fumbling with a line can increase your stress and possibilities of entanglement. Plan your penetration well, whether you run a line or do progressive penetration. Review plans, have a clear objective, set up a entrance and exit point and use good control of your equipment, gas management, buoyancy and navigate well. Dive the outside of the wreck allot before you decide to do that first penetration, so that you understand the wreck layout and direction.
If you dive a wreck enough you should never have to run a line unless the visibility is near nil. The best rule for wreck navigation is: If you don't navigate real well don't navigate real far". The same is true for wreck penetration. Only instead of being lost outside, you may be lost inside. Wreck navigation is an art as is wreck penetration. Recognizing features, parts and machinery increases ones ability to determine what part of a large ship's debris field you are on. From there you can dive in short directions and begin to put together a larger puzzle of the balance of the ship. Certification does not qualify you to do wreck penetration. It will only help give you some guidelines. Every wreck is different and each has it's own unique hazards.
The biggest hazard I have encountered in wreck penetration is not getting lost but getting tangled or stuck on debris. Wrecks have many passages that are tight and full of cables, loose pipes, jagged metal and heavy mechanisms unstable from corrosion. There are no reasons to do a wreck penetration worth risking injury or death. As these wrecks continue to crumble the risk and hazards of wreck penetration magnify. Consider all your options and increase your experience to your maximum ability before doing a penetration.
Safe Wreck Diving!