I second the not visiting during the day - it does upset them (or like DD, she thinks its home time

)
DD started earlier than we would have like but it was something we had to do for financial reasons also.
We started with quick visits a couple of times a week, then went to half days a couple of days a week, then full days a couple of days a week until we had built up to full time.
She had her 'Wally' (soft cuddly comforter thingy) which we had two of so one stayed at DC.
DC told me one day when she was upset at drop off time to give her a cuddle & kiss, say goodbye & leave but to pop my head back in in 5 mins....and what do you know, she was fine, all smiles & giggles.