Before you throw your leg over the top tube, whether you're heading for the hills or hitting the pavement, build in a few minutes for a pre-ride warm up, including self-massage and a stretch.
A quick massage and stretch will increase the blood flow to muscles that you'll want to have functioning smoothly when you pedal. Warm, loose muscles - produced by increasing the blood flow to them - equate to a smoother pedal stroke, meaning that riding feels better. Most importantly, warm muscles reduce the risk of injury, especially in cool weather.
Imagine starting your car on a cold winter morning and immediately popping it into gear. What happens when you try to accelerate? A whole lot of bucking and kicking is what. When a car isn't running, its oil pools in the pan at the base of the engine.
By driving a stone-cold car, you're pounding the cylinders before the oil can make its way to the top of the engine, thus running without lubrication. That's a bad thing, and you can feel it as your car protests. Sure, the car warms up and drives fine, but over time the wear begins to show.
Now, would you do that to yourself? By foregoing a proper warm-up - revving your cold cycling muscles - you're chancing a strain, or worse.
Muscles are tough, and a pulled muscle often heals relatively fast. The real damage for cyclists is the feared "T" word: tendonitis. Tendonitis is a general term for an inflamed tendon; tendons attach muscles to bone. (The most commonly strained tendon runs over the kneecap.)
When muscles cramp they shorten, and the tendons at the end of the line take the brunt of the strain. Tendons are very soft, very painful when they're inflamed, and heal very slowly. You don't want to pull one which is easy to do if you ride cold.
Start with a self-massage. Massage isn't nearly as big a deal as it may sound. The main point in a pre-ride massage is to increase blood flow to your leg muscles. Do this by briskly rubbing your calves, quadriceps, hamstrings and gluteus muscles. After a minute, ball your fist and gently thump your muscles. This "wakes up" your muscles and brings blood rushing to them, warming and loosening them at the same time.
Then move on to a gentle stretch. Gentle is the key word - your muscles aren't ready for a full-blown s-t-r-e-t-c-h, just a soft, easy pull. Carefully work your legs (quads, hamstrings, calves and gluteus), back, arms and neck, making sure to fully breathe in and out as you pull. By breathing deeply, you'll enable more oxygenated blood to flow to the muscles you're about to work.
Stretching and massage also come into play when you're done with your ride. After your ride, while your muscles are still warm, do a solid stretching routine and open up your muscles all the way. Your massage - whether by your own hands or your therapists' - can be done deeper and harder to really work the lactic acid and kinks out of your cycling engine.
Reference: Stretching, by Bob Anderson, offers stretching routines broken down by sport, from running to riding to wrestling.