test driven development advice

I am attempting to use Test Driven Development for the first time and was hoping for a little advice. I am just starting a new section of the website that will ultimately contain a couple controllers and about 6 models. If I am going to write my tests before any code, I need to decide whether to start writing test with the models or the controllers. Do I write the test for the models and in the course of writing the code that will make them succeed build the models or should I start with the models, get them all working and then move on to the controllers? My guess is you can do it either way but I thought perhaps some folks who have worked in TDD environments might have some wisdom to share.

Thanks!

Thanks for the tips. I just got the beta version Pragmatic Bookshelf Rspec and am working through it now.