I know the 'old school' guys will disagree, but there is really no reason to start and idle a modern diesel. Like others have mentioned, just drive easy until the needle moves -- for most of us, that means just normal driving out of the subdivision onto the surface streets. I can't speak for others, but my Duramax warmed up pretty much just as fast as a gasser, with warm air coming out within 5 minutes or so of starting.
My diesel started many times after being parked outside in sub-zero temps overnight. As long as you have decent fuel (with the right additives for the climate, which will be added if you buy fuel from a good source), there really is no need for block heaters and all of this unless you are looking at some truly frigid conditions.
