I usually play some severly quiet long tones for about five minutes...put the horn in the case...go home...make a sandwich....see how the Red Sox did...kiss my girlfriend....and then...and this is really important.....
GO TO BED!
In all seriousness, warming down is a great thing. I just wouldn't make it a federal case. This whole long tones/sandwich/bedtime method has worked for me for years...
AND, if it was a really really hard gig, and I can afford to take the next day off...I do...
Hope that helps
Peace
Matt