I'm with some of the other posters here, I just get in, start, and go. No idle, no warm-up. I think it would be better, and more efficient, to get heat faster by using a block heater then just letting the car idle. Then again, the block heater is only useful when starting the car at your own house.
As far as a comfort thing, did any of you guys ever research having a heated steering? I wonder if any heated MFSW from another later year VW would fit.
I test drove a 545i a while back with a heated steering wheel, now that was a sweet feature. I'm not a big fan of wearing gloves while driving, but my hands will get cold long before anything else. I usually don't mind sitting in the cold until the engine reaches operating temperature, which seems to average around 10-15 minutes on the highway when its around freezing. Toasty hands would take the edge off the really cold days.
I did that twice on my old 2000 Golf -- destroyed a timer on one of those occasions...twisted the thing right in half....
Not sure where a good place to install one would be, but there are a bunch of companies out there that sell auto eject systems. They do just what it sounds like, they eject the plug from the outlet when you turn the ignition on. Look at the side of an ambulance or emergency vehicle, they usually have them for battery trickle chargers.
i.e.
http://safeairsystems.com/parts-accessories/battery-chargers-auto-eject