I always jumper the terminals before starting the car, and also turn the car off before removing the jumper. Don't know if it makes a difference, but I don't like the idea of adding/removing the jumper with the car running. Seems like it would be very easy to damage the ECM.
Anytime I've set the timing, the car doesn't run well while the jumper is connected.
My procedure is this (for a V6):
1) Start the car w/o the jumper wire, let it warm up to normal operating temp.
2 )Shut the car off, and jumper the terminals.
3) Loosen the distributor hold-down (not too much, just enough to rotate distributor) and hook up the timing light to the #1 wire
4) Start the car, and check the timing.
5) Shut the car off, move the timing light to #4
6) Start the car again and check timing.
7) Add the two timing readings (they should be pretty close) and divide by two to get an average
8) Rotate the distributor as needed to set the timing from your average to the correct setting. Verify with timing light.
9) Shut the car off, remove timing light, remove jumper and tighten hold-down. Be careful when tightening the hold-down bolt. You don't want the distributor to move while doing this.
Usually a 10 minute job at most.
[This message has been edited by GT86 (edited 01-20-2004).]