Ideally, you should do that with any engine. It reduces the thermal stresses from going cold to hot very quickly. By letting it idle, you are allowing it to go from cold to warm to hot.
Additionally, it's also best to pre-lubricate the engine (usually requires installing an electric pre-lube pump). However from what I've heard, a lot of these new oils will stick to the cylinder walls longer and assuming you run the engine at least once every two days (or something like that), the engine isn't running dry (without lube) on start up. Personally, I'm not worrying about this on my car.
Also, if you just do city driving all the time, every so often you should rev the engine to help prevent the build-up of carbon.