Knowledge distillation (KD) transfers knowledge from large teacher models to compact student models, enabling efficient deployment on resource constrained devices. While diverse KD methods, including response based, feature based, and relation based approaches, capture different aspects of teacher knowledge, integrating multiple methods or knowledge sources is promising but often hampered by complex implementation, inflexible combinations, and catastrophic forgetting, which limits practical effectiveness. This work proposes SMSKD (Sequential Multi Stage Knowledge Distillation), a flexible framework that sequentially integrates heterogeneous KD methods. At each stage, the student is trained with a specific distillation method, while a frozen reference model from the previous stage anchors learned knowledge to mitigate forgetting. In addition, we introduce an adaptive weighting mechanism based on the teacher true class probability (TCP) that dynamically adjusts the reference loss per sample to balance knowledge retention and integration. By design, SMSKD supports arbitrary method combinations and stage counts with negligible computational overhead. Extensive experiments show that SMSKD consistently improves student accuracy across diverse teacher student architectures and method combinations, outperforming existing baselines. Ablation studies confirm that stage wise distillation and reference model supervision are primary contributors to performance gains, with TCP based adaptive weighting providing complementary benefits. Overall, SMSKD is a practical and resource efficient solution for integrating heterogeneous KD methods.