The only problem I have ever had with preferred pharmacy is when my staff enters them in demograhics and does not actually search and find - they type in the name, it looks like it is in there, but does not transfer. Mine has always worked so I am not sure what problem people have.
You should experiment - go into demographics and find one - then write scrip and see if in there, next leave blank in demographics and go into write scrip - choose at time of service, send scrip and then go back and see if still in there.