At this time of year, plenty of people start their car and leave it to warm up in the morning before getting in. I'm in two minds about this. On the one hand, it lets the engine warm up and all the bearings and seals expand nicely before you start to drive it. And obviously the blower will be circulating warm air when you get in. But on the other hand, if you don't have a secure area to do this, you're practically asking to have the car stolen. Car thieves know this - they prowl suburban neighbourhoods on cold winter mornings because the pickings are plentiful and easy. And here's the other thing : when your engine is idling, it's essentially under no stress at all so it's going to take a while to heat up. If you actually just get in and drive it, the increased load on the engine helps it to heat up much more quickly. My morning commute has mild air blowing around the car after less than 1km and properly warm air in less than 2km. If you live somewhere where it's properly and consistently cold overnight, then the only true option is a sump heater or coolant heater. Sump heaters heat the oil in the engine sump so that it's not cold and gelatinous when you go to start the engine. Coolant heaters heat the coolant and circulate it around the engine to keep the block warm (not hot) so you get warm air out of the blower right away. For my money, this seems like a much better alternative to leaving the car running in the driveway while you eat breakfast.
Or you could just put on a coat and wear some gloves for the first five minutes and deal with it :-)