i'm usually in the same boat as nick... no time to practice so i just go straight from the car to the first tee.
however on the rare occation that i get to warm up before a round, i usually strart with wedges, then go to 8 iron, then 5 iron, then thru my woods. i hit about 3 or 4 balls each. then i work my way back down the ladder back to wedges. i finally end on my warmup by hitting the club i am going to hit on the first tee (usually a driver). i usually hit only 2 or 3 but i always try to leave on a good shot to have that image in my mind when i step up to the first tee.
the #1 key about my warmups and range sessions (which are rare) is that i MUST need to be listening to music or i get ridiculously bored.