Depending upon your exact chemistry of the steel, preheat is one of the easiest and best thing to do. Calculate your carbon equivalent value (C.E.) using this formula C.E. = %C + %Mn/6 + %Ni/15 + %Cr/5 + %Cu/13 + %Mo/4. If the C.E. is less than .45 preheat is optional, 0.45 to 0.60 use 200 to 400 degree F, if above 0.60 use 400 to 700 degree F. If you have a lot of alloying elements then post weld heat treatment may be necessary to produce specific mechanical properties. One of the easiest to understand books about welding metallurgy is the Welding Inspection Technology Book, Module 8 in the book address welding metallurgy.
If you have a proprietary steel that is not well known, another good source would be the manufacturer of the steel. They usually have welding suggestions to follow.