I don't now how relevant this is for whisky but warming up isn't nessecarily a good thing. Some strong alchololic beverages enhances its "smell" or taste but only up to a point - and we're not talking boiling point
At some point it became populare with cognac warmers - a construction to let the cogac glass be warmed over a small flame. This is nothing but bullshit which destroyed good cognac and most certainly whisky for those who decide to try.
I do believe "handwarming" is a good thing in a glass suited for it. Like Lord Pfaffin said a snifter is a good choice, and a cognac snifter should be appropriate too. But one shouldn't mix up the small cognac snifter with that "large bowl" armagnac snifter who really isn't suitable. I imagine it would do the same to whisky as it does to cognac - making it too alcoholic when nosing.