I'm still somehwhat agnostic on the whole burn in debate if only because I've never subjected the proposition to proper empirical scrutiny. But I will tell you this: when I first got my Beyer DT-880s a few weeks ago, I was completely underwhelmed, preferring my Grado SR-60s that I've had about a year. Well, I took the advice I read here and left them on all night a couple days in a row. They grew on me, I'll tell you that much. People here talk about headphones opening up after they've been running x number of hours. With some recordings they sound fantastic. I couldn't ask for more (at least not without sounding greedy). At other times, however, they left me completely underwhelmed.
The Beyers are my first taste of the "high end" so I don't really know how much more to expect. I know I bought them because they were highly rated in some quarters (mixed reviews here, to be honest) and Amazon was selling them for a great price.
But I hate to be penny wise and pound foolish so today I ordered a pair of Sennheiser HD-600s upon recommendations here. They're due to arrive Monday which will give me the better part of two weeks to evaluate them before having to return the DT-880s.
Sure, I'll eat the return shipping on one or the other. But $20 is a small price to pay to get the sound you're looking for.
So to sum up, give them a week or more. If they still don't trip your trigger, try something else. Hopefully you bought them from a dealer that permits returns. Even if it costs you $20 or so in "wasted" shipping, just stop and remind yourself how easy it is these days to waste $20 (Non-U.S friends, can do the conversions here:
Currency Converter for 164 Currencies).