The Ralph Lauren ones?
Try rubbing them down with:
Dubbin according to the instructions on the tin,
Leather furniture polish (once again according to the tin)
Also just wearing them around (a bit obvious I know)
Any of the other methods can damage the leather or make it too soft.
Trick: Stuff them tight with wet newspaper and leave them until the tightly packed paper is dry. Replace the dry paper with a new lot of wet newspaper but only leave for a couple of hours. Take the paper out and wear them with thick socks and it should help mould the leather. :)