I think it depends on your personality, eating habits and emotional or food triggers. I made incremental changes over the course of about 6 weeks, which in the grand scheme isn't a long time but the first week or two I concentrated on obvious wheat and sugars, then milk and other grains, etc. That worked for me. Some people I know are more successful just jumping in because a little of this or a little of that turned into binges and they were starting all over.

Going in steps like that gave me time to seek out other food and meal sources and recipes and use up food I already had in my kitchen. This gave me time to prepare for the next elimination. It also allowed me to see the changes in how I felt as I eliminated my problem foods. I began this change just weeks before a week long family vacation. My nutritionist gave me permission (so to speak) to not worry about making any changes before my trip. But with that pressure off, I began to make the little changes and I challenged myself to see how successful I could be while on my trip. We stayed in a condo and bought most of our food which helped but even eating out, I looked at menus with different eyes and found foods that worked for me. I never felt deprived on the trip and it seemed easier to do this than I thought. And even though I still wasn't where I am now, I knew when I returned home that if I could do this on vacation, I could do this, period.

I kinda did both: went full tilt from the start, but cheated like crazy around the edges for a couple of weeks until I realized that I was actually feeling a lot better body-pain-wise. Then I settled down and got serious.

How serious? I gave my bread machine (my most prized - and used - kitchen appliance) to my stepdaughter...

...although I admit I'm not sure I'll ever totally giving up cream in my coffee...

Yeah, that was my wife's biggest concern as well. She stuck with the half 'n' half for a few months, then suddenly said one day "I want to try the coconut milk". She switched to that, and never switched back.

I don't mean coconut milk beverage, but canned lite coconut milk. The best price/taste/creaminess we've found was at Trader Joes. The calories are similar to H'n'H, the creaminess is better.

I'm concerned about cutting out grains though; I don't eat a ton of them, but man sometimes I'm just really craving a half a bagel or something haha

I hear ya. I was a Cheezit addict and we went through a couple loaves of home made bread a week. But Diet Evolution's 'Phase 1' acts as a boot camp of sorts, letting one recalibrate their need for sweets and grains. After that, we just didn't have the urge anymore. And for those rare times when the 'binge-lust' still comes upon me, I get a bag of chicharrones (pork cracklins). All the crunch one could want - and absolutely no carbs.

I definitely love coconut milk with my coffee, especially iced coffee. Other than that, I was actually surprised how easy it was to give up dairy/grains! I was already eating clean so cutting out those 2 things wasn't that much of a stretch. For me it just meant I no longer had yogurt and granola for breakfast hehe. My mornings are much easier to handle now!

I too kind of fell into this... For years I have been in the process of eliminating foods that cause me to (literally) double over in pain, I was surprised at how many there were. Some foods were only problematic in combination with others, but fine on their own, which is what took so long to figure it all out. During the process I even had my gallbladder removed, to no avail (apparently that was also not working, but not the root of the problem).
Then one day, I was googling away and ta dah! There was Mark Sisson and his Primal Blueprint!! So, I can't say that "going Primal/Paleo" was even something that I did, more that I finally found a group to which I belonged!

PS, I have always taken my coffee black (and strong), so I can't attest to the coconut milk, sorry. I have to admit though that I am addicted to the flavored liquid Stevia in my water, so I do have some idea what you're going through.

Coconut milk is soooo good.

I made some awful pancakes this morning that were Paleo using coconut flour, coconut milk, eggs, nutmeg, cinnamon and baking soda. Sounds good. They weren't. They were dry and boring. BUT, I found out how delicious coconut milk is. I have the "Thai" brand organic canned milk. Just try to keep me away from it tomorrow!!!

My friend has a recipe for pancakes with almond meal - once she sends it to me I'll let you know how it tastes. She loves them!

Please do. I have some Almond Flour just waiting to be used!