The thing is football is different from other sports, and just because you have a tremendous amount of talent at a young age doesn't mean you'll be able to turn out. Had Adu gone to a European youth academy, he probably could have become a great player. Staying in the MLS was a HUGE mistake. Obviously there was the factor of expectations, but more importantly, the MLS (especially in those years) is terrible for developing players. He had problems with the coach and I'm sure it was because he wanted to do something other than play kick and run and try to beat the other team with fitness.
The coaches in the league are terrible (nobody in that generation played soccer in the US), the idea of "player development" is really new here (didn't exist in the states at the time) and anyone knows that if you don't even try to make a young player develop it won't happen, and the style of play is a poor imitation of English football so it's just not conducive to player development. Not to mention the talent around you is *****: surprisingly good raw athleticism but no skill or intelligence, save for the few players who have played in Europe.
People forget though that at the beginning of his career at Benfica he was doing well. He scored a game winning goal and had some significant playing time. But the manager that brought him in (forgot his name) was fired, and after that he never really played. The Monaco and Belenses loans were a disaster and I suspect it had to do with his poor work ethic. At Aris last season under Hector Cuper he was doing pretty well, got a decent amount of PT and had some goals and assists (along with Eddie Johnson, believe it or not). But not this season and I think it has to do with his attitude.
I think another reason for his downfall was his lack of coachability. The kid has it in his mind that he's going to be a classic #10. The problem is that isn't used in the modern game, not to mention that he's not good enough. He's pretty athletic and a good dribbler but that's it. He's not a good enough passer to warrant teams playing him as a #10 or a center mid playing deeper, and he never developed his crossing skills enough to play as a winger. He won't play forward as he's too small and probably not a good enough finisher. Had he listened to the coaches who wanted to play him as a winger and knew that's all he'd ever be good for, maybe he would have developed his crossing to the point where he could be useful on the flanks.
Apparently he was in talks with Randers about a loan. I say they give him one last shot and put him on loan in a Scandinavian league (Americans usually can do well there). If that doesn't work ship him stateside as he clearly would be unable to make it anywhere in Europe. I think it'll be good for the MLS though if he comes here and succeeds (he's talented enough) because of how many tickets he well sell, not to mention he's about the only creative American player other than Clint Dempsey and is exciting to watch.