It depend on the speaker and the brand.Generally,they have a overall 'sweeter' sound with a less brittle high end,a finite increase in the depth of the low end.
But it won't be an over night thing... it took me about 3 months of weekend gigs and weekly practices to break in my Weber Alnico speakers, but once they broke in, there was a world of difference. Sometimes it's harder to notice when playing the amp all the time, but you'll notice that you'll start bumping up the trebble knob a little every gig and then it'll hit you one day... They're broke in.
Man I just went though this...I even had friends take my cab out to play through to help them along...I got some quick results though after I played Bass through them at very moderate volume...Did it about 15-30 minutes a night for a week.... I had a re-coned G12H GB and a Weber Ceramic Blue Dog (50 watt). They really sound great now....I almost gave up on them too...Guess they just have to loosen up..My Revernd Alltone sounded like crap the first half hour I had it...no Bass responce at all...then all of sudden...perfect...These other ones seem to take forever though so I thought maybe I just didn't like them...