Others feel the exact opposite way about cover letters- the less they know about the contributor the more objective they can be when deciding on acceptance. In general, cover letters are usually welcomed unless specified otherwise. When in doubt, include a generic cover letter that introduces the work included and a brief resume of your literary achievements and publishing credits. Avoid any high-pressure sales pitches unless you are certain that the particular editor is open to them. If you know for a fact that cover letters are discouraged, don't send one anyway on the assumption that you will have a tactical advantage over your competition.
Rules are rules.
In my own experience as a poetry writer, I have found that cover letters are not especially necessary when submitting a standard batch of poetry or a few short stories to a smaller press or magazine. Poetry and short story editors generally receive a tremendous amount of material, both solicited and unsolicited, so the chances that they will take the time to read your cover letter are slim to none. These editors and publishers work at a different pace, so a well-written cover letter is bound to get noticed. Non-fiction editors are especially eager to hear about a contributor's qualifications and publishing credits, because they also need a list of writers who will work on assignment. A cover letter can be your first introduction to the world of assigned writing.