I just turn the key and floor it
No just kidding.
I always turn my key to on so my boost gauge zeros out (AEM analog), and then start the engine. Then I wait for 2-3 minutes or so for the engine to warm up. I won't crank on it though until the engine is fully warmed up (5-10 minutes). If it is really really cold out I let my car warm up for 5-10 minutes before I even move it. If you absolutely can't wait, just wait 30 seconds or so for the oil to circulate and then keep the rpms way down until the engine warms.
Also, I wouldn't recommend turning the engine off directly after cranking on it. If I have been on it right before I stop my car, I usually let it idle a few minutes before I turn it off.