No break-in is necessary, just clean and lube before you shoot. The trigger will smooth out over the first 500 rounds or so, and that's the only real break-in that occurs. I agree with those above who've advised not carrying your Shield until it fires at least 200 trouble-free rounds of the self-defense ammo you're going to carry. It's also advisable to test a few reputable brands of self-defense rounds for accuracy as well. As we've all heard about self-defense situations, "Shot placement is everything.", and there may be differences in accuracy for you between brands. I like Federal HST and Federal Tactical Bonded in my Shield .45, but those are the brands that work for
me. As for target ammo, I use American Eagle 230g almost exclusively with my Shield, because it is one of the hottest brands of factory ball ammo (890 fps. muzzle velocity), and my Shield shoots more accurately with hotter ammo.
Eventually, you are going to break down your magazines for cleaning. You will then discover that reassembling the 7-round magazines is a nasty proposition (the 6-rounders are easy). Fortunately, there is a thread here on the Forum that gives you some useful tips for getting those 7-rounders back together. Here is a link to that thread:
Shield .45 7-round magazine reassembly tip
Congratulations on your new Shield .45. It's a great-shooting little pistol. I think you'll love it.