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Some ITIL consultants propose that one must start with Service Level Management. Theoretically, it would be the perfect option, but how are you going to negotiate SLA's on your MTTR (Mean Time To Repair) if you are not measuring your MTTR through Incident management. This way you will get an idea of your capabilities and of what a realistic MTTR would be for your support teams. It may however be a good idea to start with a Service Catalogue, but that is only one aspect of Service Level Management and not a process.

A lot of people state that one must start with Configuration management. Again, I think that it would be perfect in theory, but in practice it is a different story. How will you keep your CMDB up to date, if you do not have a mature enough Change management process to keep the data up to date? A discovery tool will help, but there is still information that may need manual updates via Change management, e.g. costs, locations, user's asset tag nr's etc. Configuration management is also one of the most difficult processes in to implement and show immediate benefits for. It is usually better to start with something easier and something that will show immediate benefit with minimum effort.

The best place to start in my opinion is with Change Management. Gartner reports that 80% of infrastructure failures are caused by changes. So, if you can have ALL your changes under control as soon as possible, a lot of these failures will be prevented. That is definitely a quick win and quick wins is what you want to keep the motivation of support teams up and keep upper management committed to your project. It may be a while to realize the benefits of Service Level Management or Configuration Management.

A good one would also be Incident Management, it is a fairly easy process and you should also be able to gain early benefits.

When Change and Incident management are well on their ways you can start to look at the other processes, especially on the Service Support side.

Oh yes and obviously you will need a Service Desk right from the start...

My take on where NOT to start...

Problem Management - Can't have it without Incident Management

Configuration Management - CMDB will be out of date in no time without Change Management.

Service Level Management - Can start certain aspects, but no baseline without Incident and Change Management to negotiate SLA's with the customer.

IT Service Continuity Management - Difficult and expensive, no quick wins, good to have the CMDB first... Don't get me wrong, it IS important, but not my suggested place to start.

Release Management - You preferably need Change Management first.

Available & Capacity management - Possible to start with, but no real quick wins and more difficult...the ITIL books really get theoretical on these processes.

These are only my views and every IT department will have to look at what's best for them.