This really depends on Keyfob range. My current cars tend to be around 50ft, though i haven't tested it tons past that. Prior to these, I had a Mazda Protégé5 that I could lock/unlock from 300'+ with line of sight. Thats more than enough to start/cool/heat/etc without actually leaving the house.
Honestly, even 50ft is probably fine. Only time I can think of wanting more would be leaving a large venue and wanting it heated/cooled in the parking garage before I got there... but I'd be worried about it being stolen while running at that point.