I'm not sure who suffers the most on a child's first day at daycare. Is it the weeping child, or the anxious parent? In some cases, even the staff have problems- almost always because parents didn't know what preparation was needed when they left their child at care for the first time.
So here are some hints for a lower-stress separation. They apply as much to family daycare as to centre care, though I've written from the latter perspective. Leaving your child will still feel terrifying, especially for a first-time parent- but it needn't be a disaster.