Sensor sampling rate clarification needed

I don't understand how it works internally to do it correctly.
For example:

  • sensor max sampling rate is 1700Hz
  • analogRead reads at 10.000Hz
  • Serial output at 9600Hz but I might need 1000 reads per second

How to connect all that and use full performance of the sensor?
How do I sample sensor at 1700Hz when I would get same value for 10000/1700=5.88 sequential analogReads?

If I do analogRead of the sensor 1000 times in a loop I would get 170 (1000/5.88) unique readings and can average that to output after 2ms delay to get desired 1000 reads per second?

Loop
{
 1000x analogRead and get Sum
 Average=Sum/1000
 delay 2ms 
 output Average to serial
}

Is that how you would do it? I am really struggling to understand the logic of this so any help is most welcome!

I have just read for ADXL335
on ADXL335 - 5V ready triple-axis accelerometer (+-3g analog out) : ID 163 : $14.95 : Adafruit Industries, Unique & fun DIY electronics and kits
"The XYZ filter capacitors are 0.1uF for a 50 Hz bandwidth"

does that mean that that one just outputs 50 values per second even though chip can output 1700 values per second? If yes, do you know one that is not limited that you can recommend?