Even with small current loads, wiring hots, neutrals, or grounds in series isn't a good habit to get into. dunerunner is correct. Wiring loads in series increases the overall current (provided the currents are coming from the same "leg" in the panel) every time you add another. If you have 5 amps on a 14 AWG wire, you're okay. If you've added five 5 amp loads on that same size wire, you now have 25 amps on a wire size rated for 15 amps by the time it gets back to the panel. Sawdustguy is also correct and to add to that, having things grounded at different points (one part grounded to the panel and another grounded to a ground rod in the garage) can also create a differences in potential, resulting in "objectionable currents".
How much extra wiring would you need to run each circuit to the bus inside a panel? $5.00 worth? A 250' roll of 14/2 romex/NMB is about $60.00. That means a little under 21' for $5.00. It's always better to be safe than sorry. Pete