There are two main reasons to warm up: injury prevention and improved performance.
A warm muscle, tendon, ligament, or joint is less susceptible to injury because it is more flexible or lubricated (for joints). Compare to a rubber band - a cold rubber band will snap when stretched, while a warm one will be more elastic.
A warm muscle performs better because is primed in various ways. It will have increased blood flow, lower internal viscousity (which will reduce the internal resistance, making your lifting poundages higher and your positive contractions more efficient), and better use of available energy resources. Additionally, your nervous system will be better able to elicit maximal force production after a general warm up.
All that is really required to warm up for sets lasting at least twenty seconds is some activity that will increase your body temperature slightly. Do enough cardio to barely break a sweat. This is more important in the winter than in the summer, so increase warm up duration accordingly. Also try to do some cardio that works the whole body - a rowing machine, as opposed to jogging. This will ensure that you have been thorough enough.
You do not need to do sub-maximal-effort sets for each exercise, unless you are performing a one rep max (which is never necessary for bodybuilders, and is in fact counterproductive). For a one rep max the neurlogical activation of warm up sets may be productive. For a longer set, the earlier reps (which are easier) will provide all the neurological activation you should ever need. If a muscle has been injured you may want to take extra care to warm it up thoroughly.
Once you have warmed up, and again after you have finished your workout, you should carefully stretch every muscle in your body, paying special attention to the muscle being worked that day. You may also wish to stretch your muscles in between sets, if that is not too much of a distraction. Stretching will reduce scar tissue within the muscles, increase the muscles' range of motion, align the connective tissue in the muscles, reduce delayed onset muscle soreness, and guard against injury.
You should definitely keep a training journal. It needs to include:
You may also want to record your moods, the quality of your workouts (if you got a good pump, etc.), and your amount of sleep.
You should use your journal to evaluate your training methods. If you are making regular progress in bodyweight, appearance, and strength, then you are doing fine. If your progress halts, try to determine why. Were you eating enough (or too much)? Were you sleeping too little? Were your workouts intense enough? Without a journal it will be difficult to pinpoint the source of your problem.
You can take your journal into the weight room with you or write down your poundages as soon as you get home. Either way, this is a very important tool for any bodybuilder. There is no need to get too fancy with your journal - you can use any old spiral notebook.
First determine what you need to work. Then pick exercises which will work those muscles. Go to the gym and warm up. Then do one set for each exercise, with a weight that will cause muscular failure in between eight and twelve reps. Immediately record what you did in your journal.
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