I've had remote starts installed at Best Buy. They have been Viper brand. I would recommend getting one that has a two-way remote so that the remote confirms the vehicle started.

I have honed my mental electro projection abilities to do this. It's only a small amount of voltage in the right place... first time I tried I burnt out the starter, but now it's easy. No installation needed, bro.

Why would you want to?  Every car manufacturer advises against it.  Their recommendation is to start the car, allow to run for 20 to 30 seconds, and then drive reservedly until the car warms up completely.  

The point is that the car warms up too slowly with no load and that causes increased wear.  And, for the greenies among us, it wastes fuel.

Check this: http://www.motherearthnews.com/ask-our-experts/car-engine-warm-up.aspx

And this: http://green.yahoo.com/blog/daily_green_driving/96/eight-facts-about-warming-up-your-car-in-winter.html

And this: http://www.cartalk.com/content/do-cars-need-warm-cold-winter-mornings

And even more.  That is why some municipalities (not Duluth) have passed ordinances against it.

Lambert's Truck and Auto Accessories in Cloquet just put in mine. Excellent customer service, really knew their stuff.

The only problem: (if you only have one key for your vehicle)

Unless you have an older vehicle, getting a copy for your Passkey (on GM models) is expensive. A chip in the key is recognized by a sensor in the ignition switch, and any attempt to start a vehicle without one will lock up the security system, rendering your car useless until the error is cleared.

Rekeying costs about $40-50 bucks. The cost of the key itself runs a bit more.

Also for people suggesting you just lock your key in your car, unless I was misinformed, it is illegal is the city of Duluth to leave your car running with the key in the ignition on city property. For those of us that don't have offstreet parking that makes electric starters quite nice.