If an automatic: Put the car in neutral, rev it up to around 4000, drop into drive. This will insure that the engine and tranny mounts are properly seated.
If a manual: Rev up to 4000 and drop clutch. Again, this is to make sure that the engine mounts are secure while also making sure that the clutch is properly installed. You will also get some wheel spin, this helps insure that the wheels are securely torqued down and that they have proper grip.
Always drive in the lowest gear possible for your speed. This will keep engine RPMs high so that oil fully circulates around the engine and any troubles with the engine are noticed now, rather than after the warranty runs out.
Run the car up to about 100MPH and slam on the brakes until you are down to about 30MPH. Repeat several times. Any problems with the brakes will be obvious after a 3 or 4 repititions. Do it a couple times on wet pavement to make sure that the ABS system is working.
If you try any of these methods, you shall be shot at dawn. Reading the owner's manual and talking to the person that sold you the car are the two best ways of learning how to break in your new car. The search button, as pointed out by other esteemed members, is also a good way of learning.