Definitely start with nighttime. They're more tired at night, plus if they waste an hour fussing/crying, it's really ok because they can make up for it later in the night. They're not only not as tired for naps, but if they cry for an hour, you'll never get the nap, the whole day's schedule will be thrown off, and then the rest of the day and possibly the night is screwed up. DS is still working on naps (particularly lengthening them), but I've read that once babies realize they can fall asleep at night on their own, their naps will gradually begin to improve. Generally, I would agree with this. Naps are not perfect, and some days aren't even good, but on a whole, they're much better than they were, and all we changed was that we put him down awake, but drowsy at night. I let him fall asleep for a minute or two in my arms for naps (again, because they're harder), and it seems to be working ok for us.
By the way, when we sleep trained, DS did not cry for an hour, I just used it above as an example. Our experience was that it was much less horrible than we feared. It wasn't exactly pleasant, but DS is like a different baby these days. He's so much better rested, he's happier, his development is exploding, and now he likes his crib. It just wasn't nearly as bad as DH and I were anticipating. Sure, DS cried, but it was protest crying. We told ourselves this was likely the first of a million times DS will cry because we're not giving him what he wants, and it was ok. We comforted him frequently, so he never felt abandoned, and we still feed him at night when he's hungry. Our goal was not to get him to sleep 12 hours at night, but to eliminate the zillion middle of the night wakings for reasons other than hunger.