We present preliminary results from self-consistent, high resolution direct N-body simulations of massive black hole binaries in mergers of galactic nuclei. The dynamics of the black hole binary includes the full Post-Newtonian corrections (up to 2.5PN) to its equations of motion. We show that massive black holes starting at separations of 100 pc can evolve down to gravitational-wave-induced coalescence in less than a Hubble time. The binaries, in our models, often form with very high eccentricity and, as a result, reach separations of 50 Schwarzschild radius with eccentricities which are clearly distinct from zero, even though gravitational wave emission damps the eccentricity during the inspiral. These deviations from exact circular orbits, at such small separations, may have important consequences for LISA data analysis.