With the STi - summers I pretty much start driving immediately. (Give it 10-15 seconds just to wake up a bit), but baby it a bit until the temp needle goes up to normal operating temp. (I generally drive like a grandma, so this isn't very hard for me).
Winter: The car is angry until warm. It feels 'different' until it's ready.. I give it a couple minutes before I drive, then baby it until the needle has settled at the normal temp. This is for _cold_ temps.
So yeah, don't floor it right after starting it, and give the oil time to warm up like basically everyone else has said