I'm ashamed to admit it, but until very recently warm up wasn't really a part of my work out routine. Partly because of laziness and partly because I didn't understand the value. As an office drone worker, I found it hard to get into my work out routine and I would frequently be achy until well into my work out. This has changed recently after I decided to give warmups a chance. Why are they worth it? Here's is what Mark Rippetoe has to say in his seminal Starting Strength (pg 290, 2nd edition):

Warmups serve two very important purposes. First, warmups actually make the soft tissue - the muscles and tendons, and the ligaments that comprise the joints — warmer. General warmup exercises, like walking fast or jogging, riding an exercise bike (a better method, due to the greater range of motion the knee is exposed to during the exercise, better preparing it for the squat), or using a rowing machine (the best, due to its range of motion and full involvement of the back and arms as well as the legs) serve to increase the temperature in the tissue and mobilize the synovial fluid in the joints. Specific warmups, like the unweighted and empty bar sets of the barbell exercise itself, also serve to warm, mobilize, and stretch the specific tissues involved in that particular movement. This is important for injury prevention, since it is more difficult to injure a warm body than a cold one.

The elevation of tissue temperature is very important, and requires that several variables be kept in mind. The temperature of the training facility should be considered as a factor in this phase of warmup. A cold room interferes with effective warmup, while a hot room aids it.. Winter months and summer months produce different warmup requirements for most athletes, who will usually arrive at training feeling different in August than in January. A healing injury needs extra warmup for the affected tissues. And the age of the trainee affects warmup requirements as well. Younger people are less sensitive to a lack of warmup than adults, and the older the adult the more time needed for pre-workout preparation.

The second function of warmup is especially important in barbell training: it allows you to practice the movement before the weight gets heavy. Light warmup sets, done first with the empty bar and then progressively heavier until the work sets are loaded, serve to prepare the movement pattern itself, so that when me weight gets heavy attention can be focused on pushing hard instead of how to push. The motor pathway — the neuromuscular adaptation to a complicated movement pattern — must be prepared every time it is used, whether throwing a baseball or doing a squat. The warmup sets prepare the motor pathway at the same tune as they prepare the tissue for the upcoming heavier work. While the first sets are being done, form errors can be addressed and fixed, and good form can be practiced, so that when the work set is done your conscious attention can be more focused on driving the load and less on form.

It is foolishness to neglect warmup. Many school programs, in a jam for time, omit most of this crucial part of the workout. The coach in charge of a program that does this commits malpractice by doing so. Please heed the following rather strong statement: if your schedule does not allow time for proper warmup, it does not allow time for training at all It is better to omit strength training from your program than risk the probable injuries that will result from lack of warmup. Yes, warmups are that critical.

TLDR

Warmup serves two functions primarily:

1. elevation of muscle tissue temperature (warm tissue is more pliable) and mobilization of synovial fluid for joint lubriation
2. practising the movement before you load it up with a lot of weight.

Rippetoe recommends using a stationary bike or a rowing machine (I want a C2!). Since I have neither I've had to resort to something a little simpler. I found these warm ups on the internets and they are quite good. I've noticed a significant improvement in my performance and flexibility after warming up.

I found that I have two areas of concern: shoulders and hips.

The first two sets target hips and lower body. Pick one:

Last set targets shoulders:

One thing of note is that a lot of these exercises can be performed anywhere. For example I do a partial "shoulder mobility" workout frequently when I get up in the office. It's helped.

Together these take less than 10 minutes. Do them!

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