Yes. It would be pointless. The warm up is just as much part of the process as the excersizes themselves.
Without them, you are going to end up hurting yourself, or you will get those red spots or other side effects that are possibities more often.
But you dont have to do your warm up in the shower. You could use a rice sock. Basically, its a sock filled with about 2 cups of rice, tied off. Then you heat it in a microwave oven for a minute and a half. Place it over your penis for a a few minutes, and that should warm you up sufficiently. (Becareful the first few minutes because it could be very hot. You may want to put a towel in between at first)
I bought this thing called The Original Bed Buddy, or the Bed Buddy, at Bed, Bath, and Beyond for about 10 bucks. At first, I didnt like the fact that I basically paid 10 for a rice sock I could have made for 2 bucks, but I love it now and almost always use it.
I should add. The cool down is just as important too. (after the excersizes) I like to take a hot shower for that usually. But I sometimes just use the rice sock again.
Remember. PE is serious buisness. Do it right, or dont do it at all.