I think it was one of the announcers today (Bulls or Blazers game) that said it wasn't good to win in preseason. Something about giving you a false sense of what it takes to win. I don't buy it. I think you try to win every game. You are winners if you win. It's that simple. Though my expectations for a preseason game is to see the bench and scrub players getting a lot more PT than you'd expect in regular season.
Bad? No, I don't buy that at all. False sense of what it takes to win? Maybe if you had a team full of rookies, but just stupid otherwise. This said, the respective objectives of preseason and regular season games are different (preparation vs achievement).
In answer to Denny's specific question: No, at least not at this point. The goal is to prepare. You play to win, but in Thibs' system, everyone has to be able to contribute, so you want to expose everybody to those situations so that if and when the time comes, he can turn to anyone and say "get in there" and know that the player is ready to contribute. At this point, whoever is out there, plays to win.