I just email Harlick when I need new laces. I usually order several sets at a time to make it worth paying for the shipping. When I was working on free dance for testing, I would order sets for myself and my partner because I assumed that generally I was the one that cut through his laces...
I've worn Harlicks since 2011 and have never heard the slimmer laces referred to as "break-in" laces. I have used them for years, and I observe the same with other skaters wearing Harlicks. Once you figure out how to use them without hurting your hands, they are fine, and I like how smooth they areand how they pull through multiple holes easily. That being said, when I switched to tan boots, the laces they supply for tan boots are a bit thicker, and I also like those.
I love the color options on the Derby Laces, but I just can't stand the feel of the waxed laces. It's just a tactile preference. It would be fun to try some different colors, but not with the wax. I have to sort out the laces on skates when I sharpen them (so they don't get caught in the rollers, and also to alert the skaters to when they need new laces) so I've had enough experience with them to know that they are not for me.
I feel like I'm a broken record with the skaters I sharpen for--always telling them they should get new laces. At least once a year, whether they look like they need it or not, and preferably more often than that if they skate frequently. The laces are part of the system and the system works better when the laces still have some elasticity in them. Unless you are doing pairs or partnered dance, your laces may look fine even when changing them would improve the feel of your boots. Dance and pairs--laces often have a shorter life. Just part of the cost of doing business, and well worth it as far as I'm concerned.