I guess I do find myself "unconsciously" warming up at the keyboard during a soundcheck. It also has the side effect of mentally preparing me to play at that particular venue if you know what I mean.

Vocally, (seeing as that's been mentioned) we warm up for at least 30 minutes using a strict warm up regimen (a specialised Vocal CD in the car)on the way to every gig.

More to the point - and something that's often forgotten - you also need to warm DOWN after a gig, which we do.

The improvement to my voice has been (overall) dramatic!
It will also help preserve my voice for many years to come.