In the old days the oil was thicker and the pumps less effective as a result it was wise to run it (I would better describe this as "without loading it") for a short time prior to driving off to get some circulation. This was from a person who worked for Cosworth in the DFV days. in addition some pumps are less effective at tickover than when a few revs are applied without loading the engine.
As has been said it is less demanding with modern engines (rise time to temperature and thermal management being dramatically better) and oils from my experience.
I tend to try and let it idle for a few moments, then hold it at low revs 1000 for a moment or two to let the pump pressure increase and drive a little more flow. Following this I drive gently for a few miles to let it cycle up a little across the engine.
At least I used to do this until I got a car with the dual sidepipes as this is so loud I now try and clear the drive as quickly and quietly as humanly possible so we don't get shot. Damn it's noisy but I love it.
