Once upon a time I thought it was necessary to keep the pitchers fridged in order to properly steam milk. No longer. Propper tip (total hole area opening), propper pitcher size for amount being steamed, propper amount of steam (ie how far valve opened) steaming for cap' or even mach' with room temp pitcher no problem getting velvety smooth microfoam.Thanks everyone. It seems that the consensus is: If you have the fridge space, chill those pitchers! But if not, it's not the end of the world as long as you keep the pitchers clean and sanitary. Cheers!
Interestingly, I noticed some competitors keeping pitchers on top of the machine at the USBC (at start-up, never after use). I suppose having a heated pitcher could work to your advantage where time is of the essence.
Also if you were using a "pour-off pitcher" it would retain the heat of the steamed milk better.