I just take that light as a "don't do anything stupid until I turn off" indicator. I keep it under 3k on the tach until it turns off and definitely no sport mode. If I can get by without turning on my heat until that light turns off, I do that too. It seems that with the heat on, the car takes longer to get up to temp. Anyway, in my mind it's either "sit, idle until warm, and waste x amount of gas over 0 miles" or "drive slow cold, cover x amount of miles, waste x amount less of gas." The engine will be running either way.