Warming up is an important of any music (especially wind players) rehearsal. An effective warm up should address the physical aspect of preparation, as well as the mental aspect. There's an enormous amount of great warm-up sets out there and I thought I'd offer some personal thoughts about how to effectively use all the different resources at one's arsenal.
I think that practically every band director would agree that tone quality is the most important element of playing. As I tell my students all the time, you can play some music that is incredibly difficult and challenging, but if you don't sound good, it's not impressive. Bands need to sound good to be successful. So, after some breathing exercises to get the air going, long tones should be incorporated. A focused airstream is essential to great tone production. I prefer Remington's way of descending chromatics, but really any sustained pitches in a comfortable range will do.
During these long tone exercises, students can really focus on air and embouchure. I won't go into specifics about embouchure and such, as there are a TON of great resources out there. For woodwinds, you can always refer to the Westphal (Teaching Woodwinds). For marching band brass, I would take a look at what a lot of the drum corps are doing... since brass embouchure is what they do all summer long. I also like how a lot of them focus on keeping the embouchure healthy (always remember to warm down!!!)
As we all know, without a solid foundation in tone quality, blend and intonation are not really a possibility. You could probably play with a "balanced" sound, but it wouldn't be a good sound..
Next would be applying that good sound while getting around the multiple registers for the instruments. For brass, this means flow studies and lip slurs. It takes a while for young brass players to master getting over the partials and centering the tone and pitch while doing so. Students must master the correct vowel placements inside the mouth and get the perfect air speed. Again, if you want to see some more in-depth exercises and explanations, check out what the drum corps are doing. I really like what Carolina Crown does to warm up and their attention to the health of their chops (note: I've seen more of what they do than the other corps because they're right up the road...the other corps probably do great stuff too!)
Then comes the woodwinds. Woodwinds obviously don't need to warm up the lips like brass players do, so this is a great time for them to do some work in the various registers (and moving between registers) as well as getting the fingers going. If you use Foundations for Superior Performance, you know this well...great book. Pick your favorites and use them for a quick marching warm up if necessary. Also, if you have the directors/staff to do this, flexibility may be a good time to split the brass and woodwinds to focus on specifics of the warm-up. (but always bring them back together for final tuning and ensemble sound)
Once you've gotten the basics of the individual warm-up and playing down, then it's time to focus on the ensemble sound. Firstly, musicians should be striving for a blended sound in their section and across the band. I recently received a comment from a judge at Festival pertaining to the fact that the students played with a characteristic tone quality, so much of the intonation took care of itself. I say this because if the musicians have that characteristic tone quality, then blend should happen pretty easily, creating a rich and sonorous quality to the ensemble.
Another important aspect of ensemble playing is balance. Balance refers to the volume of individuals as well as sections. In a clean ensemble sound, you don't hear individuals "sticking out" of the texture. Once sections are playing the same volume, then its time to employ the balance between the sections. The most common way to create a rich and dark ensemble sound is to employ Francis McBeth's Pyramid of Balance. There are other methods of balance out there, but I think this will probably give you the most success. Plus, Francis McBeth's music is awesome.
Now, let's not forget about intonation. We've all seen tons of different ways to tune an ensemble. I'm not going to say a specific one is the best or even recommend one. You should try out various tuning methods until you find one that works well for your ensemble. What I will say though, (my opinion) students should be tuning at all times. Because the temperature is constantly changing (especially in marching band!!!!), students must constantly adjust and need fine-tuned ears to excel with intonation. You definitely don't want that "fuzzy" sound that results from out of tune playing. Playing in tune is a battle, grab your tuners and get ready for the fight.
Articulation and Cleanliness
It is also important to define an ensemble articulation. Though each instrument has it's own specifics for HOW to articulate, the end result of the beginning of the sound should be homogenous. Incorporate articulation exercises of all types. Then make sure that students LISTEN to proper articulation demonstration (by a director or great student player). After hearing great articulation demonstrated, students must then re-create the sound, and LISTEN to each other in order to create a consistent sound across the band. Also, write out exercises for every articulation students will see within the halftime show/stands tunes/etc. Practice these in the warm-up and apply when necessary (i.e. accents, staccatos, tenutos, etc).
Note Length is also a very important aspect to address during the warm-up. Note lengths should be addressed from the first note played. This is especially applicable to releases. A great band will release together consistently...a developing band will have various individuals hanging over and releasing too soon (both bad!). You can also address style within the warm-up, especially if it is in relation to what the field show contains. Maybe there's a section where you place some space between quarter notes. Work it out in the warm-up and apply it later.
In conclusion, the ensemble warm-up is one of the most important things a band will do. If you consistently warm up the ensemble before rehearsals and performances, the ensemble quality will grow in all of the above mentioned areas.
These are just some thoughts, if you read, hopefully you'll find something useful. If I left something out, add it in the comments section!