I do if I have the time. When I do a long cook/smoke I usually start the grill @ 3:30 am & off on the Mail Roure by 4:00. Usually started & set by then.
Otherwise I do like to let the pit stablize.
You will always want to preheat... just like getting a cast iron skillet hot, or oven, etc. If you do not get the cooking vessel up to cooking temp, it will struggle and your results could not be what you wanted. Once you put cold meat onto a cold grate, it takes alot more energy to get that grate hot. Think about it like heating water to a boil... if you set an ice cube in it, it will not boil until that cube is gone, and all the liquid is up to boiling temp. Same theory in all the cooking vessels mentioned. Always preheat, or you will struggle to get to your baseline.
I always preheat and that takes care of itself while I do the food prep to get it on the grates. Even if the meat has been prepared, the grill preheats while the meat gets close to ambient temps before being cooked. I think consistency in the cooks is the main reason I do it and why I would recommend it to others.