In this episode I will explain you why you shouldn't preload the coil spring of your Shock to adjust the SAG or the overall stiffness of the suspension. You should use the correct spring rate instead, and try to keep the preload the low as possible.

UPDATE: 19/02/2016
Some forks have a top-out springs, which act as a negative spring, and therefore the effect of the preload on the main spring might be irrelevant for the sensitivity on that forks. Nevertheless, the effect of preload on MOST REAR shocks is REAL and measurable, and it affect the sensitivity of the suspension by increasing the breakaway force. The only shock that I'm aware of, in which pre-load might not affect the sensitivity is on the Rockshox VIVID, since it has a negative (top-out) spring inside the damper in order to decrease the breakaway force. For the other shocks the preload will affect the sensitivity.

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