The way I was taught at the camp I go to in the winter. I think these guys know their stuff becuase the son of the main instructor played D1 and another kid they trained from age 6 made it to D1 got the regional player of the year his sophmore year and got drafted his junior year, I think. Well he's playing AA ball right now he's a starter I believe. Well they know their stuff and this is what they teach us to do.
They said that you don't want to make your glove so its floppy. He said you want to make it so it's still stiff because when you turn a double play you don't want to have to keep your glove open. You also don't want to catch it in the web you want to catch it in the palm just near the start of the web. That was you don't have to close your glove much at all for it to stay in there.
So from what they said I break a glove in by oiling it and just playing catch with it, a lot with the palm. Then I just make sure its loose enough that I can jump up and grab a ball in my web but it's not floppy enough so that it gets in the way with your double plays or quick hands.
EDIT: For my outfielders glove I did the same thing. Just played catch with it and used it a lot. I think it broke in good becuase it was the Trap-Eze webbing from rawlings and it seems to let it break in, in just the right spot.
Also I'm using Rawlings Gold Gloves which arne't as stiff material as the Pro Preffered or Heart of the Hide. My cousin has a HOH and it seemed to break in pretty well. Another kid on my team that has a Pro Preffered and doesn't use it because it's so stiff and hard to break in. So maybe you need to do stuff like that with the good leather like Pro Preffered.