Since I usually step my starters up, cold crash and decant, the yeast is already cold going into the cold wort. I haven't tried doing a starter at fermentation temp though for lagers. I wonder if that would make any appreciable difference, even with crashing and decanting. Denny says no, but ... I haven't tried it, so perhaps it is worth a try, for kicks.
Paul, do you usually stir plate your lager starters at room temp or fermentation temp?