I am not quite sure why this has not gotten out to the general public, but research has made it quite clear that you should stretch AFTER exercise: http://journals.lww.com/nsca-jscr/Abstract/2010/09000/Effects_of_Static_Stretching_on_Energy_Cost_and.2.aspx. A good warm-up elevates the body temperature, this helps your muscles contract with more force, and increases the signals from your brain to body so you can react more quickly.
So what is the best way to warm-up? Try some common sense. Think of the workout or sport you are about to do, and GRADUALLY warm your body up by doing easier versions of the same moves Walking slowly then briskly is a good way to start almost any activity. If you are going for a run, just walk first. Lifting weights? Try to mimic the exercises with either no or a very light weight. You can also try some dynamic stretches. Once your body is warm, try some heel raises, knee lifts, butt kicks, arm circles and cariocas (moving laterally cross one leg in front, then behind). Try warming up correctly, and you will be able to jump higher, run faster, lift heavier, and save me a lot of aggravation.