With a cold smoker to start, the heating element will ramp up fast and start producing smoke and the cell structure of the meat will be wide open to absorb the smoke, which is what you desire. Aside from that, you lose smoke and heat when you open the smoker to put the meat in. If you pre-heat without the wood, you could get burned when putting wood in as the box will be scorching hot. All three manufacturers of stainless steel electric smokers say to not preheat.