Under no load conditions it takes more or less FOREVER to get a Subie (or any other modern car) up to temperature. The best advice anyone can give you is to gently let your car idle until you have oil preasure and then drive off carefully and cautiously until you actually have heat, then let her rip.

Oh, and if you really want heat right away, try adding an "in-block" engine heater (basically a device that electrically heats the engine coolant).

 

It almost sounds like your thermostat may be stuck open and it's cooling too much instead of letting the car remain at 180 degrees or whatever these thermostats are set to

So if you are running around for awhile, the car remains warm even at a stop, but for the first while after starting your car, it cools off when stopped?

Stuck thermostat is my guess... This might be a good way to check:

When your car is completely cool, start the car with the radiator cap off. You shouldn't seen any activity in the water level until the car starts to warm up. Once the engine reaches 180degrees, the thermostat should open and you'll get a flood of warm/hot coolant. Please be careful of the hot coolant and electric fans though hehe (-:

 

I'm with deadzep, sounds like a thermostat problem.