Well, this is what I do; ideally start with something aerobic but not too strenuous for a few minutes, like a short jog or a brisk walk, but that's not usually very practical.
Then some stretching; major muscle groups first, similar to before a gym session but not for very long; like biceps, triceps, quads etc. Then I try and stretch the muscles that come into play during climbing; fingers - squeeze an imaginary rubber ball, forearm, neck, feet, shoulders.
Then I do a few easy climbs quite fast, and then I go on the traversing wall non-stop until I drop off.
Warming down is similar, but in reverse order.
My favourite workout is actually to start in the gym, then go on to the climbing wall and finish up with a swim. Takes ages though, and I can't often find the time.