Leaving them is hard, especially when they are upset about it. Part of your job as a parent is to prepare them to be in the world -- that means going places without you.
The best advice I got was when I put my son in MDO for the first time. Be positive about it to him. Your worries are transmitted to him -- they pick up on our moods. Research your childcare and make sure you have a quality place. Go ahead of time and do a "meet the teacher." Read the book "The Kissing Hand." Get the song "My Mommy Comes Back." Take him to the daycare. Be positive, hand him over to the teacher, tell him good-bye and leave. Do not linger. Do not come back in the room. Do not hesitate.
The teachers are experienced with this. They know how to distract him, how to comfort him, how to love him. Call the daycare in about 1/2 hour and get a report on him. They should be willing to go and look in and let you know how he is doing.
He will probably cry every morning for a while. My son cried when I dropped him off. One day I stayed to help him transition and he looked at me like I was nuts. Apparently, crying was just part of his adjustment routine. He needed to have a good cry and then he would be over it and have a fun day. The longer I stayed, the more it prolonged the crying.
I have now been through putting two kids in MDO/preschool and have become a preschool/MDO teacher myself. As a teacher, I prefer that you have a positive attitude about the school and me, that you give me your child and let me do my job and you go and do yours. We will love your child and comfort him and enjoy him and he will be happy to see you at the end of the day.
Speaking of end of the day, don't be surprised if he is happy and playing when you arrive, then bursts into tears when he sees you. Sometimes seeing Mom makes them remember that they were upset and they need to let it out some more. That does not mean he was crying all day. Hug him, love him and tell him how proud you are of him.