The nominal psi labelled on tires or car doors referred to cold. You should pump up the tires when the car has not been driven for at least 1 hour in winter (in summer it could be much longer); basically it means when tire temperature is the same of that in ambience, ideally in early morning.
By the way, be aware of the following factors:
(1) Always check max PSI for each tire before pumping. Some times tires may be changed due to flat or other causes.
(2) For most all season radial tires, car manual and car door recommend 29-35 psi tire pressure, that is a compromise of gas mileage, comfortability, tire longivity and risk factors. However, per individual preferences, the number can be changed - if you want to have better gas mileage, you can set the pressure higher; if you drive on highway a lot, the pressure can be higher; if you are driving on muddy road, you shouldn't over pumpped. The bottom line is - never put the tire pressure above the TIRE MAX psi allowed.
My tires are max 51 psi and I am driving in sunny SoCal, and on highways a lot, so I normally pump my tires to 42 psi.
(2) Check tire pressure often - believe it or not, the pressure can be lost quite fast. You should check tire pressure every two weeks, or once a month as the longest. The low tire pressure really kills your gas mileage.
(3) Buy an electric pump, it pays itself - the gas you saved will offset the cost of the pump. In Harbor Freight, there is a good one around $20 on sale, large volume which means quicker pump-up, very solid design.