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.
Here's an alternative perspective on it. Not an absolute rule, but a thing to keep in mind.

**It depends on what the image is for. Content, or decoration?**

If it's a background or other design element, use progressive, so the page looks okay-ish as soon as possible. If it's an element that moves stuff around, it needs to be there ASAP so people don't mis-press a button due to layout shifting. (been there a couple of times on mobile.)

If it's content the user is going to download, or consciously pay attention to, use regular JPGs. This communicates to the user that it's not yet finished, that they have to wait a bit. This stops them from saving an unfinished download, and they won't experience the site as bad quality but the server/connection.