I jump in and drive straight away, but like blind elk, keep RPM low (I try to stay below 2,500) and dont come on boost until the opperating temp is at normal, and the oil pressure is about normal too. At least the oil pressure should give you some indication weather the car is at normal opperating temp.
Cool down is similar to blind elk too but if I've been boosting at all I usually give it min 1 min just for peace of mind. Hard driving, maybe 3-4
Not sure what other people do but thats just my habit now.