Be consistent. Select exercises that are effective and that can be used day in and day out in your practice sessions. For example, it is pretty standard for wind players to include some form of long-tone exercise in their warm-up routine. This could be diatonic long-tones, chromatic long-tones, or a mixture (whole-tone, octatonic, etc.).
Be persistent. Your warm-up routine is the practice and endurance training you experience while training for events akin to the Olympics or a marathon. You may see immediate results and you may not. Persistence will both ensure that you get the results you want over time as well as provide the endurance needed to perform any musical work.
Start Low and Slow. Subtlety is key in warm-ups. It is fairly similar across the wind instruments that playing in the lower register of the instrument requires equal amounts of air but with less pressure and open embouchure vibration. Therefore, low practice at a slow, even tempo will allow the embouchure muscles to warm-up evenly and safely prior to your ascension through the middle to upper ranges of the instrument.
For percussion and strings, low and slow may translate into slow dexterity exercises prior to sticking/bowing and fingerboard work.