Being in Ottawa, we see some pretty cold days and seriously cold nights (-37 Celsius with the windchill the other week). I am running a seperate cooler for the trans so it doesn't get any associated warm up from the coolant. On what I would call "cool" days (-10 Celsius), I let it run for a few minutes with the trans in reverse and my foot on the brake (warms up faster that way) before setting off. On the really cold days I monitor the trans temp and wait as long as needed to see it reach 30 Celsius or so and then take it easy until the trans feels warmed up enough to run smoothly under load.