I always let any motor idle for a minute or so before taking off on it. It's just my way of letting all of the systems (lube, fuel, and cooling in a car) get up to full flows and volumes, and pressures stabilize before I go charging up the road. It's not really a "warm-up" period, it's just long enough to make sure everything's happy in the motor. I also let it idle fora few seconds before shutdown, again just to let everything stabilize before I shut-down.
Those who just fire it up and twist the wick will find that they develop leaks eventually at the mating surfaces due to the different heat characteristics of the base metals.