No it isn't. The point of stepping outside your comfort zone is to see if it really does belong outside your comfort zone. Stepping outside your comfort zone and demanding that that be the new way, results be damned, is just as foolish as never stepping outside your comfort zone. Not everything outside your comfort zone is good and usually the only way to determine what is and isn't good is to jump in and try it out.
That's kinda worse. The only good way to venture into new areas, in my opinion, is to make little steps forward, to the extent that you're not standing still "as-is" but also while you're still in control of your emotions.
This will expand your comfort zone gradually until the thing that was originally very uncomfortable, is now only slightly uncomfortable.
But going completely outside your zone over and over again? No thanks. This might work for some people, specifically people with SP temperament (http://en.wikipedia.org/wiki/Artisan_temperament) who tend to seek stimulation, but it's not a good advice for the general population.
It worked because I pretty much made it the focus of my life to adjust to my new situation. Yes, it was scary. It was also a huge opportunity, and I wasn't going to pass it up.
If the idea of a big change completely fills you with dread, you shouldn't do it. That's my point - you should either go all-in or not-at-all-in. But if it's only a little scary, and you think you can do it, my experience has been that it's almost always better to do it and keep at it until it's no longer scary.
1. Take "temperament theory" with a grain of salt. It's somewhat in vogue right now with a lot of psychologists, but there are also plenty of reasons to think that it's conflating two separate issues (temperament and typology) and is an oversimplification.
2. The only way to develop your personality is to step outside your comfort zone. Your type only determines where that comfort zone is, not whether you can or should do it often. For SP (really more ESP, but whatever) types, doing crazy things physically is their comfort zone. They need to learn to get in touch with their more subdued side.
Every time I've tried stepping out of my comfort zone "just for the hell of it", it usually ends up being pointless at best and embarrassing at worst. I'm not changed at all, I don't really accomplish anything besides making myself feel uncomfortable, and nothing much comes of it.
But the really big, life-changing events in my life have all come from stepping outside my comfort zone, and staying outside my comfort zone until I became comfortable. Switching school districts for high school. Going away for college. Posting things on the Internet. Rocking the job interview process. Founding a company, and sticking with it until everyone except me had given up. Moving to Silicon Valley.
I feel like this is often misunderstood, that a lot of people step outside their comfort zone simply because that's what they're told to do, and don't follow through with it enough to reap the rewards.