well i'm sure most people would recommend cycling the tank first before putting in your babies.. this is probably the best way to reduce the amount of stress they have to go through. i would think the heater should be set at whatever temperature your previous tank water is, so as to also reduce stress and ensure a more complication free transfer.

so basically, if you can handle the wait, it's best to get the tank all set up and ready for the fish before putting them in.