Apart from properly running in components - be that electronics, cables and speakers with moving, mechanical parts - and in addition to the warm-up period of electronics after being turned off (I always leave my DAC/preamp and Xilica digital XO on 24/7), I find there’s sonic gain to be had from playing the speakers fairly loud over a period of time, at least an hour. Lower levels won’t do - one has to crank up the volume for the effect to properly set in. I’ve found that watching movies over my setup with "muscular" soundtracks and at reference levels (i.e.: ~80dB average, 105dB occasional peaks) has the desired effect here when listening to music afterwards, as well as demo’s or sessions with audio mates with elevated SPL’s over longer stretches of time. Usually I don’t listen that loud, but when I want my setup to sound the very best I’ll leave the listening room with the system playing fairly loud, and come back later after an hour and so. With this "treatment" I find there’s an even more effortless flow or liquidity to the sound, as well as a fuller, more organic and open imprinting.
Whether it’s really the speakers (or amps?) that account for this, I couldn’t say for sure, but I suspect it is. I’ve also heard from some audio friends with overall different setups sharing the same findings, and so I deduce it’s not exclusive to my setup context and its particularities.