If I'm in first and I'm past 25 mph, I shift into third. If I'm trying to maximize the acceleration provided by my car in 2nd gear, I go into second pretty quickly usually around 2800 RPM.
I do the same thing for 2nd to 4th. If I'm past 40 mph in 2nd gear, I go straight to 4th.
The synchros do take some time to warm up. I can't downshift into 1st unless I'm completely stopped when the car is cold, and the transmission in general is kind of uncooperative when the car's been sitting outside in 20 degree weather overnight. Pretty sure this is normal.