Link to a lab/dyno study showing the effect of pre-warming the engine on initial fuel consumption & emissions:
http://www.defa.com/doc/7642.1070613161.whyxdefa.pdf
Unfortunately, they don't quantify how much electricity they used, so it can't directly answer your question.
I haven't tried to quantify the MPG savings of using mine. Even if my total energy use was higher, I'd probably use it anyway for reasons of comfort & reduced wear.