Warming up is something different from running in. Warming up happens each time a component has been disconnected from the mains.
It is a phenomenon that is not accepted by everyone and that's partly very understandable.
For starters, some components simple do not need warming up. The Meridian 508.24 cd player for example, doesn't seem to change its character after warm up. It does have to run in when bought new, but after that I have never heard a difference. Other components simply sound really bad when they haven't been switched on for some time. An example is the Wadia 861 cd player that really has to spin a few discs before it starts sounding fluid and enganging. This is most likely the result of the VRDS disc clamping system inside that introduces another ball bearing in a clamp on top of the disc that prevents the disc from wobbling.
Also many preamps and poweramps need warmup time before they get musical. Sure, when cold they sound ok, but they really only start playing music after at least 30 minutes of playing time.
CD players don't consume a lot of power so therefore it's not such a bad idea to just leave them switched on all the time. Some power amps consume enormous amounts of power, even when idle (ie switched on but not playing music) so even though they benefit from warm up it's too costly to always leave them on.
Most of the time a component already sounds good even starting from cold, assuming it has been run in before and isn't in fact brand new. Exceptions aside, when a run-in, but starting form the cold, component doesn't sound nice at all it probably will not convince you later when it is run in. It will improve on areas like focus, smoothness, soundstage size but its character may not change all that much.
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