In the Yukon, it's critical you let your car warm up. A block heater, battery blanket and oil pan heater are all needed, but they're only heating the actual engine block.
Think about how cold the oil in the transmission and diffs are.. let alone everything else.
You also want to drive extremely smoothly and slowly for the first ~5 mins to let everything circulate and slowly warm up to running temp - sudden moves or turns tears apart CV joints, and destroys other rubber seals.