This depends greatly on the circumstances. There are certainly times when preemptive wars would have been, in hindsight, a good thing. Other times, there have been preemptive wars waged that do not look good in retrospect.
Perhaps the best example of a preemptive war that would have been a good thing can be seen in the 1930s. If France or England had waged a preemptive war against Hitler when Hitler remilitarized the Rhineland (for example), WWII and the Holocaust might well have been avoided. In this case, it seems clear that a preemptive war was necessary.
However, it is not always easy to tell when such wars are necessary. The best example of that is the US invasion of Iraq in 2003. The war seemed necessary to many in the US at the time, but it proved not to have been so vital.
Sadly, we cannot know beforehand whether a given situation calls for a preemptive war.