Surprisingly, once you get the fenders right, it will generally remain adjusted even through hundreds of miles of riding. To bend mine, I detached the clip from the fender on the side that was too close to the tire, leaving the stay attached at the fork, and bent outward by holding the stay near to the fork and pulling the entire stay away from the tire (so it's bending right at the fork/dropout, more or less). I also did some bending inward on the opposite side, when the bending outward didn't seem to do the trick by itself.
Once you've got the fender more or less floating centered on the tire (and it does not need to be perfect), then slide the clips up and down on the fender until the spacing from fender to tire is pretty even throughout.
It took me about 20 minutes to get it good enough on both fenders. I was hesitant at first to apply a lot of force (don't want to break my new toy!) but really, don't be overly delicate with it. You should feel it bending under your force (like bending up a wire hanger or similar). Once done, it hasn't needed adjustment since.
And yes, it seems very common for this and other things to get messed up during assembly and in shipment. I had to readjust the back fender after shipment, along with the disc brakes (both of mine were rubbing out of the box), and my handlebars (they were out of center by quite a few degrees, that one was more surprising). A friend in town, his entire rear rack needed replacement because it was bent on arrival, and his brakes were rubbing too. I think probably a combo of trying to rush out all these orders and shipment being rough on the bikes.
Now that I am a couple hundred miles in, the rear fender rattle is the biggest annoyance (folks here have posted various fixes - Reid did the business card and felt trick, someone else used pliers to pinch the clip tighter), and I don't have the disc brakes quite right yet, they still rub occasionally.
