Our warming up suggestion is keeping it warm all the time, i.e. never switch off. Most of the system failures encountered, when it is being turned on. Meanwhile we have amps and other components that have been left powered up for years without a single problem arising. The reason is that most electronic components are happier when running in a steady thermal state rather than undergoing endless hot/cold cycles.
In the old days, switch off all the electronics or home appliances at night to let us having ‘a very good night’. If your system has a “CE” safety certificate, you need not to be worried about keeping warm with your system.
The sonic advantage of the system always at operating temperature is that you can listen whenever you want. For a cool system, it takes basically an hour to perform its sound right. So as to some manufacturers like Proceed design their CD players, even in standby mode the audio circuits are kept warmed up and ready to go.
On the other face of the coin, the basic rule is not a golden rule for all devices. Some high-end amp like a luxury Class A amps which dissipate as heat all the energy they are not using to play music, and thus run very hot indeed when idling. The room will be very harm and it will be possibly “built”.
Also, for safety reason, you should switch off the system if you are going out for a long time, like on holiday. Unplugging aerials in case of thunderstorms, especially if you live somewhere high or isolated, is another sensible move if the system is to be left unattended for some time.
The cost is just your spare changes. To take an example, a CD player may just use a unit or so of electricity a week. You can have your equipment with a longer life and listen to music anytime you like. Leave your system on!!!