Before my workout i do 5 minutes on stair master to get a sweat going and especially to get blood flowing in the muscles around my knee. Then i do like 10-15 minutes of stretching concentrating on the muscles i am about to work.
Once i get to the exercise - depending on the weight and muscle i am about to use, i do anywhere from 1 to 3 warm up sets. Like for biceps, i do one set, but for squats, since i really need to be careful at the moment with my knee i do warms up with bar/95/135.
-Fatty