Popular Mechanics and Road & Track are saying "NO!" I say yes. In proper cold weather, say below zero, your engine oil gets stiff and sticky. The oil pump may be be able to force enough thick and sticky cold oil thru the engine bearings to prevent damage to the engine. And, the defroster won't throw any heat til the engine warms up.
What you ought to do, is give the engine 20-30 seconds at idle to get the deep chill off it. Then drive away gently, no foot to the floor acceleration, until the temp gauge gets up somewhere near normal, or the defroster starts throwing a little heat. Takes a few minutes and then all is well.
There is no need to leave the car idling for 10-20-30 minutes before driving it, but you do want to keep your foot out of it until the engine is warm.