This is one thing I like about doing pyramid routines. It is a very easy and natural progression to go from warming up on into your working sets. The first set or two is actually a warm-up that is built into the routine from the start. Though there are many ways to do them, this is one example using the bench press. I'll start with something light that I can easily do 10 reps with, or actually, I'll warm up with something I can do 20 reps with if I choose and often I do. That would be something on the order of 95-115 lbs. Then I'd up it to 135 and bench that 10 times. I'd then up it to 155 and do 6 reps. Next would be a set of 4 at 185. I'd then go up to 205 and try to get in 2 or 3 reps. I might stop there as that is getting just a bit north of 90% of my 1 rep max. But sometimes I'd opt to go up to 210 or 215 and try to get an actual 1 rep max if feeling saucy. But a word of caution here...I would only do this alone if I had a power rack to lift within. In fact, I'd recommend a power rack even if only handling light weights and not lifting to the point of failure even with a spotter present. Accidents happen. Things go wrong. It is nice to have something to help mitigate Murphy. Then, after doing my heaviest weights, I would drop back down to about 155 and do as many reps as I can possibly do. If I can get it 6 times again like I did on the way up, then great. If not, that is alright too. This is after all an exhausting routine. But if I can get 8 reps, then I'll do it. Lots of people hate the pyramid and it does have its drawbacks. But it also has some positives that I like and I find it extremely effective for gaining strength and maximizing hypertrophy. You know that "pump" that Arnold described? Nothing gives me more of a pump than blasting my muscles with a good pyramid routine. But I only pyramid on the big exercises...squat, bench, etc. There isn't a whole lot to be gained by doing isolation work that way. I just stick to straight sets for that stuff.
That said, I don't want to over-do things during the warming up phase. I never use more than two sets of what I'd call "warm-ups" prior to getting into the working sets. Finding that optimal balance is key. My goal is to get that blood pumping into my muscles so that I'm ready to tackle the heavier weight. But I don't want to do so much warming up that I've expended a great deal of energy that could otherwise be directed toward the heavier lifts. I think this is why so many people have a big bitch about pyramid routines. They wear themselves out before they hit the working sets. For me, one or two warm-up sets is just fine. That leaves me with plenty of juice in the tank for the heavier stuff. And granted, what I lift isn't really heavy. It is actually lame. But it is what I can do while maintaining proper form. I am sure I could probably add an extra 5 or 10 lbs to my bench if I cheated. But then what good would that be doing? I'll add my 5 lb gains honestly by doing it right. And for the record, the above numbers aren't even current. That was about where I was when I lifted before. I'm just getting back into things and I'm not going to exceed 3 sets of any given exercise until my body gets back into the game. I'll postpone the 5+ set compound lifts until I've progressed far enough to go to a split where I do upper body on Mon/Thur and lower body of Tues/Fri. For now I'll stick with a 3 day a week routine in which I focus pretty much exclusively on bench pressing, squatting, dead lifting and maybe some military presses here and there. For anyone just starting out and reading this thread, that would be my recommendation.
Oh, and one more thing for anyone new who is unfamiliar with pyramiding. The example I posted above isn't a starting or stopping point. Just as with any other routine (5x5 or whatever you use), the number is always a moving target. While the warm-up set/s will always be done with relatively light weight, you will constantly be striving to up your working sets in 5 to 10 lb increments. But I only choose to advance to the next goal once I have demonstrated I can complete each set with the given number of reps desired for each specific weight. This is another thing I love about a pyramid routine when compared to straight sets. It seems I am much less prone to hitting plateaus when pyramiding. But everyone is different and your mileage will vary. The flip side is that many believe starting your working sets with the heaviest weights will find you in the best energy state for lifting, thus maximizing what you do. And there is merit to that thinking. But I still favor the natural progression from light to heavy as I think it somewhat helps reduce the risk of injury. And that isn't science, just personal opinion. Take it with a grain of salt, or a scoop of protein.