I was wondering if there's an option to always have the "preview" checkbox always selected (eg. when applying effects). I couldn't find that feature searching the web or through preferences. Is it even possible? I can certainly live without that feature, but it would be helpful.
There is no general preference setting to control that and as far as I can say there is also no way to get your desired behaviour by manipulating the AIPrefs file.
Also, the behaviour is inconsistent because in some Effect dialogs the Preview option is turned on by default (e. g. Scribble or Pathfinder effects).
...an option to always have the "preview" checkbox always selected (eg. when applying effects).
You really wouldn't want that in this program. Depending on what is currently selected, it would cause an horrendous performance problem when opening certain Effects dialogs, like 3D Effect and raster effects set to high resolutions.