When cooking bacon on a sheet rack in the oven (for about 25 minutes at 400 ° F), it's common to put the bacon in the oven when the oven is cold, so that the oven is "pre-heating" while the bacon is inside. What is the purpose of this? Why start the bacon in a cold oven when so many other things use a pre-heated oven?
As the oven heats up, the bacon will slowly warm, and slowly start to render its fat. This minimizes the curling from shrinkage. It is not absolutely necessary, and makes the total time to the bacon being done shorter, if you start timing from when the oven is turned on.
For more insight, see the various answers to Cooking Buffet-style Bacon
In addition to the advantages already listed, starting the bacon in an un-preheated oven also saves the energy that it takes to pre-heat, while still taking the same amount of time to cook. Thus, you save overall time, since you don't have to wait for the oven to come up to temperature.
Of course, if your oven is already warm from previous use, you can also cook your bacon directly without waiting for it to cool down first!