I like to wash my hands in warm to hot water before playing. The heat help draw blood into the fingers. I then warm up, but what I play to warm up varies. Sometime I'll do some sort of technique exercise, other times just play and try to do things that use all fingers.
In past I have done some stretching exercises, and if feeling stiff I will do some, but thing about stretching is its easy to over do and cause damage.
IMO the key is getting blood down to the fingers and getting them moving in motions similar to playing.