We present strategies for adaptive antenna selection in the context of Time Domain Multiplexing MIMO radar with linear arrays. In particular, we consider the estimation of the Direction of Arrival (DoA) for a narrowband far-field source. To this end, we propose an adaptive sensing strategy that uses one-step ahead predictions of the Bayesian MSE using a family of Weiss-Weinstein bounds that depend on previous measurements. We compare in simulations the resulting algorithms, including policies that optimize the Bobrovsky-Zakaï bound and the Expected Cramér-Rao bound, and show the performance for different levels of measurement noise.