If you have an attached garage, NEVER run your vehicle longer than enough to start it up, open the garage door, and drive out.
If your garage is already at 30 degrees, that's plenty warm enough to guarantee that it'll start. It might not be toasty warm inside the vehicle for 5 minutes until it heats up, but you'll have no issues with exhaust fumes.
I'd run the heater at 40 degrees during the winter, and turn it up if you are going to work on anything. Any snow left on your vehicle when you pull it back into the garage will melt off at 40 degrees in a matter of minutes.