Question: I know that progressive jpegs download in multiple passes, and optimized are smaller (and thus faster to finish downloading), but does anyone have any hard data or best practices on *which type users actually prefer*?

Answer: 
Let's start with the difference between progressive and non-progressive JPEG files.
Non-progressive JPG files ar not by definition smallers than progressive JPEG files. A rule of thumb found by Stoyan Stefanov is that JPEG files smaller than 10K are best compressed non-progressive JPEG, but that bigger JPEG files become smaller when stored as progressive JPEG.[source](http://www.bookofspeed.com/chapter5.html) see the chapter progressive JPEG.

So if you just want the smallest download non-progressive is not always the best choice.

This 2012 article goes into more detail [Progressive jpegs a new best practice](http://calendar.perfplanet.com/2012/progressive-jpegs-a-new-best-practice/)

Tip if you want even smaller JPEG files use [mozjpeg](https://github.com/mozilla/mozjpeg)

But now to anwser your question.
You wanted to know if anyone has actually done any research on user preferences.
Well actually someone did.

You can read an article on the research by Tammy Everts here: [Progressive image rendering: Good or evil?](http://www.webperformancetoday.com/2014/09/17/progressive-image-rendering-good-evil/) It contains a link to where you can obtain the full report.

Spoiler: users seem to prefer baseline JPEG files over progressive.
The main difference is that when the picture (jpeg file) is export as "progressive" is going to load the full size image with reduced quality, while if it's export as "optimize" is going to load section by section from top to bottom.