I was told when I purchased my car that the only break-in really required was with the brakes - that is, to try and avoid slamming them on for the first 500 miles or so, so the 'seat' properly. When asked about the engine, I was told, just drive it from Day One as you'll drive it during it's life. But I used the same method I have on all of our new cars - try to keep it under 3,000 rpm fr the first 500 miles and under 4,000 for the first 1,000 miles.
My oil consumption is neglible between my 5,000 mile oil changes using OEM filter and M1 0w-40. 22,000 miles on the car.
Dan D '04 A4 1.8Tq MT-6 Central NJ USA