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I have enough issues with high altitude baking that I don't need to add temperature fluctuations to my problems. So I always preheat for cakes, cookies, and pies. Roasts and things like that, I usually preheat, but often that's just because other things were cooking there first. Like a cake, cookie or pie.

I have a few bread recipes that start with a cold oven, and I've used that technique with some of my own breads, too.

Things like pita bread, I preheat for sure. You're only baking for 3 minutes each time, and the stone and oven have to be hot.

If you're cooking with a clay pot, you need to start in a cold oven.

So in short, it all depends.

As far as the amount of energy or the cost involved, I went without a stove/oven for several months, and I didn't see any difference in my electric bill.

Also, on a cold day, if I'm cooking and baking, I can turn down the heat for the rest of the house and stay toasty warm in the kitchen. So rather than heating the whole house that's empty, I'm just heating a small area. There's a bit of a tradeoff on the amount of power being consumed in that case.

If I'm cooking something small, like one tray of cookies, I have a smaller oven (stove has a double-oven setup) so I can put something in there and heat less space. Since it's above the regular oven and heat rises, I can also use that area for keeping things warm, which is handy.

Generally for roasting, no, you do not need to preheat the oven. Say for something like potatoes or squash, it does not make any difference. You are just getting a head start if the items are in the oven as it is preheating. Beside, caramelization of things like potatoes happen at high temperatures, which they will eventually reach anyways.

However, I would not advise you to start roasted meats in a cold oven. This is because the meat will be hanging out at a dangerous temperature that is favourable for bacteria growth. When you put something in the oven, its rate of temperature increase depends on the difference in temperature. A greater difference, a faster rate that the temperature will increase. So if you put a relatively cold piece of meat in a cold oven, the air in the oven will heat, then the meat will catch up, but slower compared to meat thrown in a hot oven. Although the bacteria will eventually be killed at temperatures when the meat is done, it is not the bacteria itself that is harmful, it is the toxins that they excrete.

Baking is a whole different story. Most baking depends on a chemical reaction to form gas bubbles, such as baking powder mixing with water. However, these bubbles will leave your batter if it sits around too long, resulting in a dense baked good, such as cake. You want the batter to cook quickly, so the proteins, such as gluten in flour or egg proteins, will hold the fluffy texture. This only happens if the batter cooks quickly enough to trap the air bubbles.

I hope I made sense! But this is just theory. Who knows, maybe you CAN make a light, fluffy cake without preheating. The only way to know for sure is to experiment. It would be nice to not have to preheat an oven, because it would probably cut down on energy usage. I am interested to know if preheating is necessary for most baking.

I always start roasting at high heat and drop. Baking requires precise temperatures varying those with cold and hot spells bad news.

I preheat for baking and pizza. Other than that I start with a cold oven or only preheat for a short time/few minutes.

Not much, really. Maybe 15 minutes at most when baking, or the time it takes to prepare the recipe. Perhaps longer for pizza. I do start the oven at a temperature higher than recommended (in my mind, to make up for opening the oven door when inserting whatever I'm roasting or baking) and when it's in, I turn it to the recommended temperature.

But I am hardly one to follow recipes, I tend to take quantities and times as guidelines, not rules. My output sometimes fails, but I'd say it's 95% good.

Thanks for all the thoughtful replies. I'm definitely going to continue preheating for baking but may play around with roasting from a cold oven.

On a related note, since we get a lot of our meat frozen from a CSA, I've been learning about roasting and braising directly from the freezer. It really does work. This impressively scientific eGullet thread clued me in, and I've done it a few times now with good results. Environmentalists, try to refrain from murdering me in my sleep, please.

Baking, pizza and roasting--I always preheat the oven. When warming things up or mass producing quesadillas for the ravenous teenage wolves I don't bother preheating the oven.

When baking cakes and pies, pre-heating is crucial. It takes about 15-20 minutes for my oven to reach the temperature I want.
For roasting savories, such as meat, potatoes. pre-heating is not as important, but it's good to pre-heat anyway.