Much more advantageous to do the pre-clearance thing. In the long run, you're saving time. Because, if you come in from another country without pre-clearance, and you're connecting in the States, you have to go through the security BS again*.
I've missed two and three hours connections at ORD because of having to reclaim my bag full of my deadly shampoo and toothpaste.
I agree with an earlier poster, it's MUCH better than having to wait for three or four 747s full of passengers.
* = All that said -- Be forewarned that if you check your bag in Canada and are connecting in the States, the TSA still looks at your bag at the connecting US airport -- as if you just checked in. So, if you have a tight connection from Canada in the States, it might behoove you to have enough connecting time.