Start the trill on the auxilary, or upper note. You want the dissonance of the trill to be prominent in the music you are playing, otherwise it sounds like a mere vibrato of tone. This is the traditional method of executing ornaments in the Baroque and Classical eras.
On the contrary, Muzio Clementi wrote a rule for ornamentation regarding this technique. If the note preceding the trill is the same as the auxilary note, it can be left to the discretion of the performer as to what note it begins on. This is avoid a break in the legato.