With everything but heavy legs, I not only warm up, but I like to do a single with my working set then rest briefly before actually doing the set. I've found this has helped me tremendously with my progress especially on a calorie deficit. I guess it's a way to make extra sure I've warmed up, though it also helps offset any CNS burnout effects, too, allowing me to put off a deload so to speak (it's always psychological to me, I dont get joint problems).
EDIT: my heavy squats aren't so heavy anymore LOL ;( but I'll get back up in time. I just feel that if I do 1 and rack it, I wont want to do it ever again that day.