I have pretty much tried all the heating methods discussed here on this forum, and I use two different heating sources: one for warming up, one for keeping constant heat during the session.
To me, the most effective warm-up is wet heat. Dip your package into a glass full of warm water, take a shower, a bath… If the water from the tap is not warm enough, use an electric kettle to warm it up until it reaches around 50 °C (122 °F), measure with a cooking thermometer. This is the average range I can handle, maybe it is too much for you, or maybe you can do more, but I would advise against going too much above that. Listen to your body like always.
Also, I find the warm-up to be more effective and its effects last longer when my balls also take part in the warm-up. I dip the whole package in the water. Even outside of a PE session, I have noticed that when my balls are warm and hanging low, I get great erections, whereas not so much so when they are cold and retracted. It makes sense, the balls and the penis are connected and made to work together.
Throughout your PE session, constant heat will help you achieve better results and avoid injuries. Unless you are doing your session in a bath, an IR lamp, a heating pad or a space heater all do a good job and are convenient.