I always recommend doing a light 5-10 minutes of cardio before starting your workout to get your internal core body temperature up and central nervous system firing. The piece of cardio equipment you choose doesn't matter. I personally like the step mill because it warms up my knees really well.
Then, before moving into your working sets, always do a few warm up sets with lighter weights to get the specific muscles you are training that day warmed up.
For example, if you are planning on benching 315 for 5 reps for your first working set, your warm up might look something like this:
5 minutes on step mill
bench - 135 x 10, 225 x 5, 275 x 3, 315 x 5 (1st work set)