I personally believe directing is no different. There may be some who believe that you should have a strict list of games and workshops to do and never deviate from that, but the reason we practice/workshop/rehearse, whatever you call it, is to discover.
Improvisers are exploring strange new worlds and civilizations, boldly creating what no man has created before. In directing this exploration it's important to be "Always Flexible" (semper gumby).
For example, you've had a lot of cowboy scenes during one rehearsal and the scene that kind of wakes everyone back up is one where the player comes in with this great posture. Take the time to explore that then go back to whatever you were teaching. Or do both, add the challenge of coming in with something out of VAPAPO on top of whatever exercise is going on.
Don't feel constrained to do whatever you've planned to do. At the same time, don't go in without a plan. Like the cheesy last words of "Dan in Real Life," make plans, then plan to be surprised.