Yes, but not the time so much. The dish itself is not a good conductor of heat, like cast iron or other metal for example. And it allows radiant heat directly on what is being cooked. One thing I do is that I have a pizza stone in my oven that helps keep the oven temperature stable.
Another thing that is very common is that oven temperatures are notoriously inaccurate. So, it pays to use an oven thermometer in order to get accurate oven temps (instead of going by the oven temperature dial).
Here's another tip. Place a cookie sheet on the rack below the glass/pyrex baking dish. This keeps the radiant heat from the lower element from directly heating the dish.
I must say though, that the #1 thing that has improved my baking is the oven thermometer. The oven dial in my kitchen is off from 15 to 25 degrees. This is a tip I got from "On Food and Cooking" by Harold McGee. The second thing is the pizza stone that helps regulate the temperature. A standard oven cycles on and off to maintain the temperature.
All that being said, I'd use metal cookware for cake. But I do get good results when I wind up using glassware by controlling the oven temps.
Update I made brownies last night and noticed in Marion Cunningham's (The Fannie Farmer Cookbook) recipe this advice, "If you're using a Pyrex dish, place it on a baking sheet during baking". What that does is to act as a buffer between the heating elements and the dish.
The steam should only be used for the first part of baking. Recipes vary in opinion on how long it's best to have this steam, but the range I've seen is usually 10-30 minutes. The moist baking environment allows the outer layer of dough to remain stretchy so that you maximize "oven spring" in the first part of baking. Steaming the dough also causes the starches on this outer layer to gelatinize, which is what leads to the crispy and nicely browned crust. If you continue to steam through the whole baking process, this layer will not have a chance to dry out, which is what's required for it to brown and crisp up.
This article has lots of information on how to achieve a good crust.
Best Answer
Assuming the pans are made for the oven (e.g. Pyrex or a similar brand), I would say no. At least, I never do.
Also, unless a recipe specifically calls for it, I think you are risking overcooking the outside of the loaf, especially with glass baking dishes.
If you are worried about some sort of thermal shock cracking the dish, I think this would be more likely to occur if you have a hot dish into which you pour cold batter, and put it right back in the oven. The water in the batter will suck heat away from the inside, while the oven is adding even more heat to a hot exterior. This temperature difference is the kind of thing that can lead to thermal shock and cracking.
So, no, I would not suggest you preheat the dishes unless specifically told to by a recipe.