Supposedly, cars reach their peak at around 25000 miles. Also it is supposed to be wise to not screw the car on its first 2000-3000 miles. After that you can do whatever you like. All that in theory....
Another wise think to do is to wait for a few minutes for the engine to warm up before you start screwing the car, especially on cold weather conditions. Saying that i am, personally, a rather conservative - light footed driver lately (my car has got a small engine anyway).