I have a theory i would like to share and ask if it's complete BS or not.
My regular route to my gf's house has 2 ways of starting, from my driveway i can go straight onto the motorway or i can go through town about 2-3 miles and come out the other side and join the motorway that side. I am convinced driving at city speeds (30mph) for 2-3 miles while the engine heats up saves me petrol. I haven't seen any concrete numbers yet, its just my suspicions.
On the FI systems I've seen, enrichment is by way of an increase in injector pulsewidth, so to minimize losses I guess you would want to have as fast of a warmup as possible, with as low of an engine speed (i.e. top gear). In other words, take the highway route and shove it into overdrive.
However I believe some FI systems will modify the target A/F ratio during warmup, which would make RPM irrelevant, and would only make the amount of time until warmup relevant. In this scenario the highway would still be better because you would warm up faster (higher engine load) and get into "normal" (closed loop, 14.7:1 AFR) mode sooner.
Of course I'm just blabbering with no hard statistics, so I'd be curious to see you do a few tankfuls of each method and see if you can see some meaningful results.
bobc, you're right about FI warmup. To add some detail, cold enrichment is richest at low loads and tapers off so there's less cold temp enrichment at higher loads. This is why I try to avoid idling with a cold engine. I just get in and go, although I make sure to drive gently until the engine is halfway warmed up.