Our shop recommends a 500 break in as well, with a 2-3 heat/cool cycles. Of course, I also have personally just jumped in and drove. But the break in is more geared (no pun intended) for heavy trucks, and rigs that haul trailers. We had a customer burn up a brand new set of Dana 80 gears in 150 miles because right after he left the shop he loaded up a 30ft travel trailer and hit the freeway.
Also, I do recommend that you change the gear oil after 500 or so, because brand new gears do have a coating on them that will contaminate the oil.