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It really depends on what you're doing. Consider a steak: If you put it into a cold pan and heat it up it's going to be 110% done on the inside before you get to temperatures that cause browning -- the protein is going to denature at ~70C, Maillard reactions occur at about 140-160C. So rule of thumb is if you want crisp or brown anything, you probably should blast it with some actual heat.

Then, when it comes to printed recipes: While every oven bakes differently they heat up even more differently, so if you want to give a baking time including the pre-heat is going to increase the error bar quite a lot.

And then there's stuff that needs proper rituals to turn out good, bread is probably the best example: Preheat, steam, falling temperature. Sure you'll get something edible if you put some dough in a cold oven but it's not going to be nearly as good, raise strangely, have structural issues, and forget about having a proper crust.

Oh, coming back to pans: "Hot pan, cold oil", as the Chinese say, is how you make iron pans non-stick: Without preheat not only is your steak going to be soggy, it's also going to be glued to the pan. If you use a teflon pan at the temperatures needed for a proper sear you'll quickly need to buy a new one while even bargain-bin iron pans are going to last generations.