Everyone has different opinions. Some say to fluff and buff before you shoot. I didn't f&b with mine at all.
As far as ammo, don't shoot wolf or any other steel case ammo. Buy name brand (Winchester, Remington, etc) and put at least 250 rounds through it before you consider it broken in...which means you could depend on it with your life. Of course, you would run that much ammo through it in at least 2 outings if not more!!!
I usually buy whatever is cheap, brass, and fmj to break in. I don't F&B, just clean, grease the rails, and get after it. Everyone has a different opinion on break in, I feel fine carrying if I get 100 flawless rounds through it. Just be sure to run some of your carry ammo through it before you carry it.
i just picked mine up and intend on doing what i've done with every other handgun, break in is whatever FMJ i come up with. however i've had some problems with getting it fully up and running, so i may find a f&b to be more of a necessity. YMMV.
Clean and properly lube your p3at before you go out. Check out this link: http://www.goldenloki.com/guns/keltec/care2.htm
Shoot a good quality FMJ. I've used Remington so far, but recently found a decent deal at Cabelas on Magtech so I picked up a couple boxes of it...yet to try it though. I also ran a full mag of Gold Dots through it with no problems. So far 57 rounds with only one FTF.
I ran 200 rounds of Monarch through mine with no jams. The gun will F&B it's self. Use 600 grit sandpaper to take out the burs on the slide and frame after you shoot it. That should be all you need to do to it. I use tons of oil and grease on mine. I guess I'm used to shooting 1911's. I don't think you can get too much oil on it.
I will be breaking in a new P3AT tomorrow. I cleaned and lubed it liberally, and loaded up the mag with Corbon DPX, and chambered one.
After they are shot, 27 (remainder of a box) DoubleTap 95gr FMJ will go down range. It will be allowed to cool a little while the PF9 goes bang, then a drop of oil will be dripped down each frame rail before 50 Remington 95gr MC (whatever that is) go down range. After that it will be cleaned and lubed, and sometime in the near future shot again. I will probably carry DoubleTap Gold Dots in this one.