That's it exactly, experiment, find what does and doesn't work for you, weigh the trade-offs if there are any, but don't project one's own experience as universal and tell others how it's gotta be. For stretching, however it's defined, it's obvious that a lot of people get by just fine without it, and it's just as clear that a lot of us benefit from it.
I think just about everyone agrees you gotta warm-up a bit. For me it can be as little as a block or two, or as much as a mile or two, before everything settles in. Just depends on the day, time of day, biorhythms, alignment of the stars, and so on. And it's especially important for me to warm-up for free weights. I can take as long as 10 minutes pyramiding up to my max weight on the bench press or dead-lift.
As long as anecdotal evidence is now OK, lemme elaborate a bit on my routine, in case it's of interest to someone. Before a run, I do a quick but vigorous roll with my 'stick' on all sides of the lower leg. I then do a quick, light stretch of my hammies, quads, and ITB. Sometimes I also stretch out my feet if they're feeling tight. I sometimes stop in the middle of a run for a more strenuous stretch once I'm good and warmed up, or if my legs are beginning to feel fatigued or strained. I especially like finding a guardrail or wall or something about chest- or head-high and putting my foot up on it. Ahhhhhhh. Hurts so good! This really rejuvenates me. (I used to do martial arts so I'm pretty limber.) After a run, I like to get in a good stretch. If I don't, I tend to stiffen up within an hour or two, especially after a long run or tempo/intervals. At my office, I like to take a break once or twice a day and sit down on the floor spread-eagled with furniture glides and lean forward and towards each foot. Ahhhhhhh. What a rush! This really helps keep me fresh, along with standing from time to time with my sit-stand desk. Lately I've also been using the furniture glides for getting back to doing the splits. At the office or at home, in the middle of the day, I don't warm up or anything before stretching, but I do take it real slow. I also like to do dynamic stretching with ankle weights as part of my free weights routine.
It'd still be interesting if some folks could come up with some credible studies on this, but most scientific studies are bunk, and most popular media interpretations of studies are even worse. The studies simply don't have the proper controls or sample sizes, and the media people usually don't have the proper training to interpret the results, or are under pressure to say something, anything, before any real conclusions can be drawn, or have a hidden agenda, like trend-mongering to draw web traffic to their site or practice. That's why I tend to turn to the pros--what do they do? I know there are a lot of training protocols but if, for example, all elite runners use a mix of run types--aerobic, tempo, hills, intervals--to optimize their performance, then I figure it's probably good for me too, and ignore extreme views: Only HIIT! Only aerobic!
As for Wayne's question about what I do in Minnesota during the winter, I mostly think about living somewhere else, like Denver or Colorado Springs. But I do my best to embrace the elements in the meantime, get out and run, barefoot most of the time if conditions are dry and above 10-20 degrees F.