Check out Sheldon Brown's commentary on Leather saddles. There is a section on breaking in leather saddles about 2/3 down the page. http://www.sheldonbrown.com/leather.html
In addition to the traditional conditioning methods, he also suggests a rather radical 2-step process that involves totally soaking the saddle in oil for an hour and then going for ride. Not sure I'd go to that extreme because my Brooks B-17 was comfortable right out of the box.
Regardless of how long it takes to break in, stick with it. You'll be rewarded with the most comfortable saddle you've ever ridden.
Update: Today I parked my bike out in the sun and applied a liberal amount of proofide to the top of the saddle. The warmth of the sun caused the leather to drink it up very quickly. I applied five coats is less than an hour. When it stops soaking it up, buff off the excess and go for a ride.