It is never a good idea to warm-up a vehicle in cold weather on an extended idle period. Letting the engine idle for long periods in cold weather is harmful to the engine; first - the raw fuel of a cold start washes the film of oil inside the cylinders, increasing friction wear. Second, the engine components will last longer if they are gradually brought to operating temperature under load.

So, the best approach is to start the engine like normal, then let it idle for a few seconds to build normal oil pressure. Once the oil pressure is up in the normal range, then drive slowly - letting the engine and rest of the vehicle warm-up on it's own.

Too many drivers think they are doing the vehicle a favor, by letting the engine warm-up - while they are inside the house, for example finishing coffee - so they can enjoy a nice warm interior! Use a blanket if it is that cold!

There are exceptions - the elderly and small children may need to have the heater going into the warm range first, but even then extra clothing is advisable.