Most recipes, or instructions on ready meals, typically indicate that you are supposed to pre-heat your oven up to a certain temperature. While one part of the population follows these instructions religiously, there are also many people who don't believe in pre-heating at all.
Reasons for pre-heating
The advantage of pre-heating is that your meal will be exposed to a high temperature from the start, and that this temperature will remain constant. There are many different types of ovens which again have many different modes, and the time it takes for them to heat up to a certain temperature can be wildly different. Pre-heating ensures that the time it takes for your meal to cook (or heat/bake) indicated in the instructions is as precise as possible. Therefore, if recipes would not rely on people pre-heating their ovens, instructions on cook/baking times would be very unreliable, or overly complex. There are also certain types of dishes, such as soufflés, which need a very particular temperature from the start to turn out well, or even work at all.
Disadvantages
There are two main disadvantages of pre-heating: One is time, the other is energy. For example, certain types of pre-baked rolls or buns will already be finished before the oven has even reached the temperature indicated on the packaging. Thus, waiting until your oven has heated up will waste a lot of time, and even more energy. The energy factor of course means that it's not just worse for the environment, it's also worse for your electricity (or gas) bill.
Recommendations
I would recommend to neither rely on pre-heating all the time, nor ignore it altogether. For a lot of meals, warming them up slowly does not hurt at all, but if you're trying a new recipe or cooking something fancy, it seems the best option to follow the recipe and leave experiments for next time (unless you're a wizard in the kitchen anyway). But even if you are just using something from the freezer, the taste, look and consistency of the result can be better with pre-heating. For example, certain kinds of deep-frozen pizza may turn out soggy and rubber-like if not pre-heated. In general though, if your meal more or less just needs to be warmed up, you should at least try without pre-heating, and compare results. If time is an important factor, you can also generally do without pre-heating.