J.
We started training our 3 year old because we want to send him to preschool in the fall. He started out waiting until we put the diaper back on to pee. So the second day we put him in training underwear and he had a lot of accidents. I expected it - but needed him to know what it felt like. The 3rd day he went once in the morning and once in the afternoon and held it all the rest of the times until his diaper was on. By the 4th day he was willing to use the potty all day. We have had setbacks here and there, but it did take him a few days to be okay with it.
Also, he won't let us be in the bathroom with him. He likes to go in by himself, get the job done and then come tell us. We are always within earshot and if it's been longer than normal we check on him or if he sounds like he's doing things he shouldn't we check on him.
Good luck - I've decided potty training is my least favorite parenting activity:)
-J.