I always start my engine and let it run a good 30 to 45 seconds or so, just to let the engine build oil pressure, get the coolant circulating, allow the alternator and PCM to bring the electrical system up to full running voltage and in general just get the juices flowing before I get moving.
I also use those 30 to 45 seconds to put on and adjust my seat belt, adjust the mirrors, put on my sunglasses, give the windshield a few swipes with the washer fluid, check my tach and guages for the right readings, check the radio station/Ipod track selection and generally get myself mentally prepared and settled in before I hit the road. I ride with the window down to let the hot air out of the cab and wait until I get down the road a half mile or so before turning on the A/C. We don't normally need heat here but if we do, it still takes a while before the heat gets hot.
This is the way I learned it and is the way I do it. I feel it is good for my truck and me too. However, my wife is the exact opposite. She will start her car, click her seatbelt and she is gone within 5 to 10 seconds. Maybe less time if the garage door is already open. I have tried to get her to slow down a bit, but so far it's not happening.