Do speakers take time to warm up?

For example, if my stereo is on and has been on for weeks, and then I connect speakers that have been sitting idle for a few weeks, do the speakers sound better after an hour of being played?  Whats going on?  Is it the caps in the crossover, the drivers, the ferrofluid in the tweeters?  All of the above?
The original poster makes an observation about the phenomenon of speaker warmup, and your advice is to forget all this nonsense and buy a better system?

Why not just play music and accept that for the first half an hour or so it isn’t going to sound the best? A much more cost effective solution I think. What all this has to do with tube life is beyond me.
same observation as pesky_wabbit has made.
half an hour makes all the difference.
this is with Nautilus 802 first gen, of course well broken in after 20 years.
and after only a day pausing.
I understand your question in two parts:
a) do others hear the same and
b) if yes, why?
a) I hear the same, starting with and a long time with Maggies. The "simpler" ones had film caps, so no "real" cap forming was involved, and the degree of this speaker break-in is more and different from what I ever heard in caps & electronics. The Maggies sounded thin before "moving", my actual ribbon hybrids (dynamic bass to 400Hz) sound somewhat murky or "cloudy" when off for a certain time.
Leaving the system off for eg. 10 days necessitates several hours of gymnastics, the more the better.
b) as to why: I suspect the murkiness of dynamic drivers ( :-) improve a lot with gymnastics - but think about the damping, the mechanical hysteresis of the spider and surround, and even the membranes...
Interestingly Maggies, that have almost no damping, providing sort of a "clean spring" within the thin mylar foil, improve. Here it's probably a slight relaxation of that spring, probably affecting all planar speakers - ... including the newer plastic foil based Heil AMT drivers...?
Additionnaly to this there is probably a certain kind of static build up of magnetic remanence within generators, pole pieces,  traces of magnetic metals in contacts (nickel) and contact supports. This is probably kind of ho-hum demagnetized by music signals.
And moving a speaker (or other audio gear) from one place to another kind of takes time and energy to adjust.
In short: I hear the same and just don't listen too focused for several hours of reconnecting a system (instead: keep on playing music in a gapless mode... :-)
I experience the same, non scientific, thing. Speakers sound a bit better after a couple of songs are played. Even when the system has been on a while. 
The same with guitars. If a guitar hasn’t been played for a while, it takes a bit to open back up. 
Museums have musicians in to play the Stradivari violins. 
Instruments need to be played. 
I believe they do, my system, when first turned on is definitely bass shy. It takes a couple of songs to get everything up to speed. I have been experimenting with turning the amp, source and pre on and letting them warm up,but the results are the same. I'm thinking it's the speakers. I also have noticed this with other components and speakers.