In Texas, leaving keys in the car while unattended is a Class C misdemeanor, which can carry a fine of up to a $500 depending ...
You actually don't need to warm up your car anyway.
When temperatures drop below freezing, stepping out to an ice-cold car can be more than uncomfortable -- it can be dangerous if your windows are iced over.
In some areas, it is illegal to leave your car running with the key in it unattended. Are you breaking the law?