The car that I keep in the garage (Which almost never gets much below 40F) I drive off gently, immediately. I keep the RPM to 2k, with a light foot on the accelerator, until it is warm enough to blow heat from the vents.
The ones that stay outside, where it can get below 0F, I start with the clutch in, count to 10 slowly before I let the clutch out in neutral. I count off 10 mores seconds, then put it in gear, and drive off gently. If it is above freezing, I just fire it up and drive off gently. Same with my motorcycles.