For dressage, I do lots of relaxation, stretching etc. I walk on a long rein and stretch until my horse feels relaxed and then I keep the same contact (long and stretching) in the trot and canter. I also do transitions whilst stretching. I start bringing them ‘together’ when they feel comfortable and start doing slightly harder transitions (canter, walk, canter, halt, canter and reinback to canter) and lots of lateral work. I run through parts of the test but I don’t ride through the whole test (no reason why, I just don’t!). But I think you’ve just got to find what’s right for you and your horse as it’s taken me a while to find what works for my horse . I warm up for about half an hour. Sorry I’ve gone on for a bit!
Depends what show, for dressage I walk on a loose reign for a while then do lots of trotting, starting off slower and the as my horse warms up letting her increase the trot a bit, I often do shoulder in, leg yields and count shoulder in to get her listening to my leg aids. I'll only do a couple of canter circles each way and then work on transitions from walk to trot and then often she's ready to go in.