The important thing is to heat it with something, anything, somehow. As was stated, that first bit of cold-start engine running does all the damage.
Most radials use 25w60 oil. It's great stuff, but as you may know from adding it to the engine at freezing temperatures, it's very sluggish until it gets to 20C or so. Sure, it's multi-grade, but there is quite a visible difference between adding a quart of it versus 20w50.
So, I preheat anytime the temp drops below 10C. What I use is simple and cheap and effective.
Look at this thread, page 18. I have 2 of them in use, one on the oil tank, one on the crankcase from the front. http://warbirdinformationexchange.org/p ... &start=255
As you can see, it's a $15 hair dryer attached to a tube, held in a simple frame. This blows on the oil tank and also warms up the mags and the back of the engine. After about 30 min, a 3 gal oil tank is up from 5C to 15C.