If I write a piece of code / small program, and I'm concerned that I may not have done it in the best way possible and would like a peer review of the code, is SO the best place to ask that kind of question? Is that style of question beneficial to the community? Or does this need open up the possibility of another kind of SE site?
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Actually, these kind of questions pop up once in a while, under the form : "I want to do this and I managed to get it working using that code but I find my solution ugly/slow/..."
So I don't see a problem with that kind of questions, if formulated in a useful way. If you clearly state what you want to achieve, and you're sure you're not doing it the best way, why wouldn't you ask that question on SO? That's peer review as well.
OK, it's not the same as asking "take a look at my code and tell me what I could do in a different way" but then again, I'm not sure that's a good question to ask in the first place.
It is beneficial but i don't think it's what SO is for, code review is extremely subjective since we all do things differently, some may not approve of code style, variable names, optimization techniques, so on and so forth.
The best place for these kinds of questions is on a forum specialized, but not SO, it would create a lot of controversy.
I think that would be too localized; the answers would be literally only relevant to that code snippet.
It could also result in argumentative/subjective debates/discussions over coding style.
Maybe it would be an interesting Area 51 proposal,