Mikel,
Heating the oil accomplishes several things. It reduces the amount of thermal shock to the steel, and it changes the viscosity of the oil. Having a oil that is too low of a temperature can mean the oil moves too sluggishly. This can be a problem as the oil boils off the steel and is not replaced readily with free flowing oil creating a vapor jacket that alters the cooling speed. We typically want to keep the vapor jacket to a minimum and let the oil do the cooling. Although some vapor jacket will typically form, it will collapse into nucleated boiling, which is great to transfer heat. After the steel is below the boiling temperature of the oil, thermal transfer is especially dependent on viscosity. Too thick of oil (high viscosity) will not transfer heat quickly enough, and vice versa. Too hot of oil can decrease the speed of quench simply by a lack of temperature difference, and it can also thin the oil too much.
Certain manufactured quench oils are designed to work just so at particuar temperatures with particular steels. Other home spun oils benefit from heating to get the oil moving more fluidly.
So the short answer is: yes. Most oils benefit from pre-heating.
--nathan
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