I do start with a cold soak, but when hot water is permissible I use that in the wash along with a stain remover - our product of choice is Shout but there are others available.
Use cold water 1st because hot water sets the stain especially blood or grapes & stuff like that. Then use hot. Here's a little trick, for tough stains dissolve an aspirin in some cold water, it's suppose to really break up tough stains.
If it's blood I find that using cold water and hydrogen peroxide works well. Let the item soak in diluted hydrogen peroxide for a short while after you've lightly scrubbed it a tad. This may not work so well if used on older stains.