There are different ways to warm up and they're often classified into three categories: passive, general and specific. With passive warm ups, you raise the body's temperature by doing things like sitting in a hot tub or taking a hot shower. General warm ups involve increasing the heart rate and body temperature by just moving the body around. Specific warm ups mean you do similar movements to the exercises you'll be doing. Any of these can work and what you choose will often depend on what type of exercise you're doing. Passive warm ups (like taking a hot bath) can be a good choice for gentle activities such as stretching or yoga workouts. For other types of workouts, you may want to choose more activity specific warm ups.
Depening on the type of workout you have ahead and your time constraints, this will determine which type of warm up you should use even though passive is not always best for heavy workouts.