I had my brake pads and discs changed a few days ago.
Should I make any changes to my driving style to "run them in" or anything, like not braking hard, or avoiding prolonged breaking?
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Right after they are installed, you should do the following ... if you are few days into the new pads, it's probably too late to do anything special:
From 60mph, gently apply the brakes a couple of times to bring them up to operating temperature. This prevents you from thermally shocking the rotors and pads in the next steps.
Make eight to ten near-stops from 60mph to about 20 mph. Do it HARD by pressing the brakes firmly, but do not lock the wheels or engage ABS. At the end of each slowdown, immediately accelerate back to 60mph, then apply the brakes again. DO NOT COME TO A COMPLETE STOP! If you stop completely, with your foot on the brake pedal, pad material will be imprinted onto the hot rotors, which could lead to vibration and uneven braking.
The brakes may begin to fade after the 7th or 8th near-stop. This fade will stabilize, but not completely go away until the brakes have fully cooled. A strong smell from the brakes, and even some smoke, is normal.
After the last near-stop, accelerate back up to speed and cruise for a few minutes, using the brakes as little as possible to allow them to cool down. Try not to become trapped in traffic or come to a complete stop while the brakes are still hot.
These steps are taken from the Zechhausen website on bedding brakes. There are other basic methods for doing this as well. You can look at what's on Centric Parts and TireRack.com for their procedures.
Bedding the brakes is best when done immediately after installing the new pads / and or rotors so that both pads and rotor attain a mating imprint as mentioned previously. This is not done in 99% of brake pad and or rotor replacement cases and so I would not be too worried about doing it at all if you haven't done it yet. You'll be just fine. As you use the vehicle they will mate on their own, with regular use it will just take a few more miles of stop and go traffic to get the results you are looking for.