The first warmup in my sequence is a lip roll or trill. I usually begin on low A and do the arpeggio pattern, 1-5-3-8-5-3-1, or do-sol-mi-do-sol-mi-do, up to about high G. You should drop out, switch to falsetto or head voice, or drop down an octave if the exercise begins to feel tight. Some people find that if you lift the skin lightly on the cheeks, it is helpful in sustaining the roll.
Here is a link to an mp3 I made to use as a background in order to practice.
Download an article, "Lip and Tongue Trills--What Do They Do For Us?" by voice scientist Dr. Ingo Titze. [NOTE: Archived here.]
Video of Cass Nauman demonstrating the lip roll on a five tone scale.
How to Do Lip Roll Vocal Exercises -- powered by eHow.com