I've been working on my interplanetary rocket, and made a few one way lander trips to scout out Duna and Eve. Here's my stupid question: is it extremely inefficient to take a direct/parabolic route from sun rise or sunset to Kerbin escape (depending on whether you're going to inner or outer planets) and then making your transfer burn from there? I always see people circularizing LKO then making several transfer burns, but when I try it with my rocket, I burn way more fuel that way (the proper way). Pretty new to KSP and rocket science in general, am I just flying wrong? Help!