I create a Warm Up question that will take about three minutes to answer and project it on the board as students enter (it may be review from earlier in the school year or earlier in the unit). I stand at the door greeting students and hand out scrap paper as they walk in. I LOVE recycling, so I just re-use some of the extra paper that I have laying around - old memos, extra copies, and if I ever run low, I just ask in the copy room and they usually have a stack of paper in the recycle bin. Each student gets 1/4 sheet of paper from me as they enter. I also keep an extra container of it on my back table for students who walk in after the bell.
I usually give students about three minutes after the bell rings to complete the problem, and I give a 30 second warning. They must show ALL work to receive credit, but they don't have to copy down word problems. Then I or a student volunteer walk around and pick them up. But here is the kicker that makes students actually WANT to try it - after students get five Warm-Up points for the quarter, the rest are EXTRA CREDIT! Just the idea of bonus points is usually enough to get students to try even a challenging problem, plus it takes the pressure off if they get one wrong or are absent or tardy to class.
I can quickly separate the right answers from the wrong and then I make a check-mark on my roster next to everyone who answered correctly. I usually put in Warm-Up grades twice a quarter (once before progress reports and once before the end of the quarter). Students love seeing a score like 7/3 and the bonus points aren't enough to bring up a quarter of slacking, but do help balance out late work or other missed points.
Depending on the nature of the Warm-Up, I may use it to launch into instruction, put a correct answer under the document camera, have a student work it out on the board, or work it out myself.