I'll put my .02 cents here:
1. BMW manual STATES, start the car and drive it, regardless of conditions.
2. If you let the car warm up, yes your engine will get to temp, but the transmission and other components will NOT, because they are just sitting there....Not all parts of the car will equally heat-up, like they would when you would just drive it. So, thinking that the car is "warm" when it really isn't, can cause some problems with shortened lifespan.
From my view now;
When I had my E46 for the 4 years, all 4 years I worked at a ski-resort. I would have to work late shifts (usually to 10pm or even 1am depending on the day) and the car would be sitting outside for the whole time. I worked once when the temp was -15 degrees, average.
Everytime, I brushed off the car, started it and drove away instantly. Never had anything go wrong