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.
I'm having trouble finding a definitive, recent answer but from what I can tell, Mobile Safari, to pick just one mobile browser, supports progressive JPGs, but doesn't actually load them progressively--meaning it just waits for it to download entirely, then displays it.

So it seems that the visual progressive loading feature simply isn't all that relative today, making the benefit much less appealing.

That said, making a JPG progressive *may* help compress it's total size, so by all means, that's still a benefit, but it's probably just not a big enough benefit where it's caught on widely. 

Also, as stated in my comment, I don't think this is a 'vs.' issue. Unless I'm misunderstanding what you mean by 'optimized' a JPG can be both progressive *and* optimized. In fact, any image format for your web site should be optimized.