Well, since everybody's putting in their opinions here, I'll throw in my 2 cents, especially since I just got a new WRX and am in the break-in process right now (~ 250 miles on the car).
Some have said that modern engines don't require any special break-in. I agree with that. Most of the burnishing and polishing of the parts wearing together happens in the first few minutes of operation. So if you have a car that has 1 mile on it, I might not absolutely flog it right away, off the lot. Maybe give it until some arbitrary number of miles - maybe 50 - then start to get on it a little bit.
The most important thing you can do, in my opinion, is to vary speed and gear a lot. Don't get on the highway and drone at one speed for a long time, if you can help it. Crooked backroads are IDEAL for this, in addition to being a helluva lotta fun and assisting you in learning the handling dynamics of your new vehicle.
Heat-cycling is also one of the major things that breaks in a new engine. Heating up and cooling down expands and contracts the metal and maybe brings certain parts into light contact with one another.
Personally, I took my new WRX out to some curvy, hilly backroads and drove it pretty hard, once it had about 80-100 miles on it. I've kissed redline a couple of times, even though the book says not to exceed 4000 RPM until there are 1000 miles on the clock. I haven't held it in the upper reaches of the tachometer for more than a second or 2, but I do think it's important for the engine to see its entire rev range fairly early on.
Also, LOTS of engine braking. This is easier with my WRX since it's a stick.
I think Yamaha, an extremely experienced engine designer and builder (cars, motorcycles, boats, snowmobiles, etc.), showed the most sense in their blurb on engine break-in, in my R1's manual. They say not to exceed a certain portion of the RPM band "for prolonged periods" for the 1st 600 miles, and then they up it to redline, again, "for prolonged periods" from 600-1000 miles. Then you're good to go, all the way to 13,750 RPM (if you can hang on
The key is, Yamaha doesn't forbid using the entire range of the engine. They just leave it up to your common sense - don't hold it at redline for a long time when it's new.
FWIW I changed the FF on my Tacoma at 3000 miles and poured in Mobil 1. That's all the truck's ever had in it and it still uses no oil between changes at 180,000+ miles. I don't remember what I did to break the R1 in - I don't think I babied it. Anyhow, all sportbikes use a little bit of oil. It doesn't use an excessive amount, by any means (Honda did have a pretty major oil burning debacle with the 2008 CBR1000RR).
(P.S. - In case you didn't already know, it's a myth that synthetic oil hampers engine break-in.)