Previous and Next Node modules allow for node displays to incorporate a previous and next that will cycle through a content type(s).

Description

• Entity Pager - Entity Pager module is easy to use, allowing you to create new Navigation blocks in a few seconds. It provides next and previous navigation on any Entity (e.g. Nodes, Users etc..). The items and the order they appear are completely customizable via Views. Using the modules you can add multiple different navigation blocks on the same entity. This module combines Views, Blocks, Tokens and has its own internal intelligent advice system with tips that are (optionally) published to Watchdog. It is designed to run fast with the minimum of processing and will happily provide navigation on 50,000 nodes in a fraction of a second. It is simple to use, allowing you to create new Navigation blocks in a few seconds. For more complex pagers, it can combine with the Entity Reference module to create generic sub-navigation on related entities.
• Custom Pagers - Custom Pagers allows administrators to define context-sensitive previous/next pagers for any node type. The list of nodes to be cycled through is generated by a user-selectable view, and each pager can be displayed above or below the node body or in a sidebar block. This makes it possible to duplicate the paging functions of forum.module and book.module, as well as more complex stuff like comic strip navigation. Requires token.module and views.module. Drupal 6 and Drupal 7 is coming very soon.
• Flippy - Flippy is an ultra-simple module that generates previous/next pagers for content types. On the Node type administration screen, you can turn Flippy on or off for each content type. It'll generate a unique pager for each content type, so you can page through Articles or page through Blog posts, but you can't page through all nodes on the site.
• Free Pager - This module allows you to use Views to create simple forward/next pagers. It provides a new display, Pager block, which will create a block with pager for items listed in the view. Due to the fact that it's used as a Views Display, it offers many advanced options, like taxonomy-awareness. It also allows navigation of other things than nodes.
• Previous/Next API This module allows you to know the previous or next nodes for any given node. This is very useful for providing navigational links to the user without the expensive queries required to dynamically deduce such information on the fly.
• Views navigation This module adds next and previous links on content pages when accessed from a view. It is intended for dynamic and/or paged view results, where the result set changes according to exposed filters, current user access rights,...

  You may need this module if the content which comes after a given content depends on context, and more precisely depends on which content list you came from.

• Treewalk Previous / Next Previous/Next (Back/Forward) links for entity and other pages, that allow to visit them in a sequence. Unlike with some other back/forward modules, the sequence of items (entities etc.) is not based on a view, but on hierarchical information already present in your site.

Comparison after trying each:

Each of these modules has taken a fundamentally different approach to solving (coding) the problem.

• Views navigation it only works once an alternative url is loaded, it is node (not entity based) and changing the url will effect SEO, it is not fast as pointed out by the module.
• Treewalk Previous / Next It does not give the user an opportunity to decide on their own sequence.
• Previous/Next API it is an API and does not provide any UI.
• Entity Pager simple with advanced features, create flexible navigation in few seconds via Views, place them on screen via Blocks, fast works on 10,000's of nodes in a fraction of a second.
• Free Pager as pointed out by the module itself, it seriously effects the speed of your site with only 100+ results.
• Flippy no flexiblity, it only allows you to navigation through a whole content type.
• Custom Pagers it is node based (not entity based) and uses PHP snippets.