Mostly agree with neon.
Often times it can be easier to get rush tickets before the reviews are out, or discounts are more readily available, so I go during previews. However, when I hear that a show is being worked on, or "needs work", I'll give a little more time, either til very late in previews or after opening. Or sometimes I simply don't have time during previews and am forced to go later. Other times I'm desperate to see it ASAP.
I guess at the end of the day, it's a combination of what I hear about the show (will it be hard to get rush tickets, does it need work ect), and my schedule and preferences.
I only see few shows multiple times because there is SO much to see, so that's usually not a reason to see a show early. I only go back if I loved it the first time around. I don't really have the time or money to go back to see if a show got any better or just to see if it changed. For example I saw the 2nd preview for It Shoulda Been You (spontaneous and unplanned to go that early), and wish I could have seen it again later because I do think they made some changes and I would have liked to see it again knowing the twist, but it closed so early, and I was still catching up with all the other new shows and I just didn't have the time.