Heat molding can help break them in faster if your skates are heat moldable.
Whatever you do, do not wear your skates around your house or do deep knee bends. There are also people who say to wet your socks and stuff but ignore them, this will ruin your skates.
Wearing them around your house only breaks them in for walking, not skating. You will get creases in all the wrong places.
Doing deep knee bends will break them down, not break them in. Only do deep knee bends after they are broken in.
The only way to break your skates in is by skating. Do things like stroking, crossovers, 3-turns, mohawks, edges, etc. Simple things, but don't do deep knee bends.
Only lace the two bottom hooks for the first five hours of use or so. Only lace the three bottom hooks for the next five hours of use after that. After your skates are broken in, then you can lace them all the way up if you please.
Only skate in them for short periods of time or your feet will be killing you. Bunga pads can help reduce irritation. You can get any stubborn spots punched out.
Usually people will give me a thumbs down when I say this. They will actually recommend doing deep knee bends and wearing them around the house. But I am not just making this up, this is what is recommended and stated by the skate manufacturers themselves.
Harlick (proves my point about doing deep knee bends): http://harlick.com/order/faq.php#break
SP-Teri (proves my point about walking in your skates): http://spteri.com/FAQ.htm#3
Good luck with your skates!