George,
Stress relieving will not remove weld warp. It will remove the stress in the weld zone, but since there is nothing "pulling it back" during the anneal, it just sits there
You don't have to go as high as a red heat for stress relief. Maybe 800 to 1000° F.
Pre heating before welding can be beneficial to reduce the amount of warpage. However if the part is of a small cross section, the best way to reduce warpage is to clamp the parts firmly to a massive backplate. Other than that, planning for warpage can help too. Purposely place the parts slightly out of position, and "hope" that the welding will pull it into line. Also, if you use several tack welds on the parts before you burn in the big one, this can help reduce warpage. If the weld is a double sided joint, welding alternately on both sides will help. Try to avoid big long nonstop stringer welds. Using a MIG process will also help reduce warpage because it is at least 2 or 3 times faster than stick, so less heat is input into the weld zone.