My personal trainer (when I had one) suggested a 5 minute warm-up on the treadmill - basically enough to loosen up the body and break a sweat. Then we did the resistance work.

When I play (field) hockey, we have a full warm-up routine with jogging, all the leg and hip and back stretches, and some arm and shoulder ones.

I feel like in both situations, it's more important for me to do cool-down, which quite often I forget, or just can't be bothered - and I do feel it the next morning. Ow.