I put a sleeve in a Ziploc bag (the slider zip kind) and fill it with hot water. I make sure to squeeze out most of the air, so it's all water and no big air bubble in the bag. So I leave the sleeve in the bag for about 5-10 min, and its warms up evenly.
I find that a warmed up fleshlight is best. I don't understand the guys that use their dick heat to warm it up? lol just doesn't do the job for me. I used to use the warm water immersion method (15 mins soak or longer in a bucket) but now prefer the roll it up inside the case heating pad method. I just roll up the case with sleeve of choice inside along with lube bottle inside heating pad and set to high temp and then surf some porn and after about 15-25 mins I'm ready to go.
I use a large Pyrex bowl with a lid to warm mine. I fill it with warm water and let it sit while I find videos or do other things (like finish dinner ); it's usually in there for 10-15 minutes. Then, I pour out the water and refill with warm-hot water and let it sit for another 10. I also soak the lube during this time. After that, it's good to use, but sometimes I give it more time if I get caught up with something else. I always make sure it's been in warm-hot water for at least 5 minutes before use.
This process leaves it very warm inside, which feels great, and the heat lasts for quite a while. I flew for 30 minutes the other day and the tail end of my Nipple Alley was still very warm. The front section had cooled a little from being in contact with my body, though it still felt good. I like leaving an inch or two in the back that I can hit when I want a burst of warmth on my glans. Feels great.
I fill a jug cooler with hot water and stick the sleeve in there. It seems best to leave it in from 15-30 minutes. If I leave it for an hour or more, it becomes lukewarm.
An advantage to the cooler is that I can stick another sleeve in to warm up while I'm using the first one, since the water retains heat longer.