It used to be that idling a car for longer than a few minutes was bad for the engine. That time has passed...and there is no longer any harm in it. You could idle a car for an entire tank of gas and the engine would be in no worse shape for it. For the very cold days, let it idle for 10 minutes before you leave. It won't hurt anything and hopefully then it'll be a bit warmer in there for you when you get in.
As for the "bad for the environment" thing...a car idling for 5-10 minutes is better than a few people smoking cigarettes for the same time frame. The car lets fewer carcinogens into the air.