I keep the engine below 4,000 rpm until I show about 160 degrees oil temperature. This is personal preference and my guide, for what it is worth, is that when I owned an E46 M3, it actually had a series of lights that went on as the car warmed up and their guidance was to stay below 4,000 until all the lights were on. I remember driving for a number of minutes (8-10 depends on ambient temp) before that occurred.
As an aside, the guidance around start and go is not to let the car idle for any length of time before heading out...............it is important to get the oil sloshing around in the engine................cold start is where the majority of the engine wear occurs and until you start driving.