Assuming your windshield is clear, you should drive immediately, but moderately. The time it takes to buckle your seatbelt is sufficient to wait before driving off.

Drive moderately until everything is warm, 5-10 minutes or so depending on ambient.

__________________
2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue