It seems that the traditional advice to warm up a gas-powered vehicle on a cold day changed once fuel-injection became more common than carburetors. The article below advises that warming a car by idling is not recommended and that “the best way to warm an engine is to drive away as soon as possible and keep the load low until it reaches ideal operating temperature. Accelerate gently and use small throttle openings. Driving loads the engine and warms it more quickly than extended idling.”
Given that unnecessary idling increases the risk of vehicle theft, wastes gas, emits more pollution, violates municipal 1-minute maximum idling by-laws and can do potential damage to your vehicle – it appears that just starting up and going is the way to go (some caveats are included in the article such as allowing enough time for your defroster to work)!
The myth about warming up your car on a cold day (theglobeandmail.com)