Note: Regardless of the advice in this section, we strongly recommend that you follow any manufacturer's recommendations. If they differ from the advice below, the manufacturer's instructions must take precedence.
If your camera has the capability of creating very large temperature deltas (e.g. more than 40 degrees C lower than ambient), then your sensor may be subject to thermal shock if it is warmed up very rapidly. This is usually not as serious as it sounds; many camera models warm up slowly even if the power is cut, it requires a large and rapid temperature change to create thermal shock, and even if the camera is susceptible actual damage will only occur if rapid thermal shock occurs a great many times. An occasional power loss, for example, will not damage the camera. In any case, you should follow the manufacturer's recommendations on the warm-up procedure.
Some cameras have a built-in mechanism to gradually ramp up the CCD chip to the ambient temperature. This can be triggered using the Warm Up button on the Setup tab. The period of time required for the warm-up depends on the particular camera model; some cameras switch off quickly, while others gently raise the temperature over an extended period of time.
Most camera models allow you to force the cooler to switch off rapidly by clicking Cooler Off. Generally speaking, you can safely do this once the temperature is within 20 degrees C of ambient.