Steve-
Since grand larceny doesn't really strike me as your style, I will assume you are asking about engines.
I can tell you roughly what Russ Thompson did and then others can no-doubt fill in the details.
First start, keep RPM moderately high (2500 rpm?) for quite a while (20 minutes?). Change oil.
Next drive fairly non-agressively for quite a few miles (He almost drove 100 miles before returning the car to me). Change oil.
I then had the car and he suggested that I drive however I plan to use the car for 500 miles. No need to baby it or flog it on purpose at this point. Change oil.
Then regular oil changes from here on out. Hope that helps.