Yep, Kevin's got the answer to this one...
By default when you apply a palette, it instantly snaps onto the fixtures. Effect palettes operate in exactly the same way. "Programmer Time" can be used to add a transition fade time upon applying effect palettes.
I'm currently programming & operating for Grease at my local theatre (250 cues plotted so far over 3 universes).
I've found it really helpful to play with the balance between the base intensity, and the Size of intensity effects.
For example, let's say I want to use a Smooth effect, and I want the fixtures to fade from 0% to 50%.
If I apply the Smooth effect palette, my fixtures by default go from 0 to 100%, due to the Smooth effect palette's default midpoint of 50%.
So, the first step is to reduce the intensity.
If I set my fixture's intensity to 0%, keeping the size @ 100, this will result in my fixtures going from +50% to -50%. If you were to record this into a cue, you would be actually recording the fixtures @ 0%, which is why you see yellow intensity percentages in the Output window for this special case. But, you might not want your fixtures to be off for half the duration of the effect.
So, I could set my fixtures to 12%, and then reduce size to 75. So now, my fixtures are fading from "-25%" to +50%. Of course, in terms of output, the fixtures are @ 0 from 0% thru -25% thru 0%, but it means you can decide the duration you want the fixtures to be off. This example would therefore still give a smooth intensity output from 0% to 50%, but with a different appearance to simply setting my fixture's intensity to 0%, and keeping Size @ 100. You can then tweak the base intensity level and size further to get what you want.