I am on my second Hefe fermentation right now, 16 days and it is still going. The last one, which was my first one, I had the same concerns and wrote about it in "fermentation powered by the energizer bunny" thread. That one took 15 days to finish, another two weeks with cold-crashing to clear before I bottled. The result of the first one was one of the best wheat beers I have ever tasted!
So, yes, a bit of agitation and bringing the temp up may help, but the yeast work on a schedule all of their own. Patience will bring out the best in the beer.