Any time I can, I plug my truck in at anytime it is below about 35*, but that is not always possible; these things are mobile, plug-ins usually are not.
Actually, it is probably less damaging and costs less in the long run to let the engine idle all night, rather than cranking it in frigid cold-start conditions.
If long periods of idling are expected, one should invest in a locking throttle-cable and set the idle up to about 11-1200-RPM.
This higher engine speed keeps the oil-pressure up and maintains more moisture-evaporating block heat, thus "cylinder wash" is less likely.
Here is the throttle-cable I have in my personal truck :
http://www.awdirect.com/exterior-throttle-cable-15-foot-control-cable-vcgtx15/throttle/
I got mine from E-Bay for about half that price.
You don't have to go quite so fancy, but first-class didn't cost much more.
Another option, if one is close enough and work-situations allow, is to crank it up and let it run for about fifteen minutes every two hours; this keeps heat in the iron and the electrolytes in the battery more active.
All these goody-goodies with their silly "no idle" regulations are probably causing more actual environmental damage than if we just were allowed to do things the way we always used to.