Granted I've only had my HID's a month or so, but I have the 55W DDM tuning hid kit. I can turn them on whenever I feel like it. no strange issues thus far.
If it matters my usual routine, is start the car, then turn on headlamps, and then back out of garage (or drive off into the sunset).
I have in the past turned the headlamps on as I'm going down the road, no issues there either.