Interesting topic with a wide range of answers.
"Drive it like you stole it" was my dealer's advice when I picked up our Eos. Other advice available on the internet (extended discussions can be found here: http://forums.tdiclub.com/showthread.php?p=464223
- I hope this link to a different site does not contravene forum conventions) recommends loading rather than revving. What does that mean? Find a hill, find the right gear to be at peak torque, then floor it up to 3,000 rpm. Release accelerator. Repeat to end of hill. The idea behind this is that the turbo builds up high pressure which helps "seat" the piston rings, something that is not achieved by "revving without resistance".
Stop start traffic is ideal for breaking in the engine, but on extended trips with a new car you simply follow the advice to vary load (i.e. accelerate/decelerate) rather than maintaining constant speed. Yes, it's not economical to start with but will be beneficial in the long run.
Please note that this is just one opinion (which I have followed successfully twice), and your mileage may vary. Of course I will not be responsible should any damage occur.
And, lastly, I am referring to turbo diesels - which you may not have (you didn't specify).
Hope this helps an/or sparks some discussion.