I've worked at a nursery. Little ones crying like that is normal, any caregiver worth her salt will handle it just fine. Most kids will go all out with crying for a bit after mom and dad leave then calm down, and crying after waking and not seeing you is OK, too. My big 3 year old still wakes up crying for me after naps.
The best thing I can offer is don't sneak off while he isn't looking at drop-off time. It just makes them think you disappeared and freaks them out even more. Do you have other family nearby possibly to let him spend a while there? Is he around other same aged children often?
Trust me, in another few weeks he will like going to daycare once he gets settled in the routine and realizes that every day you do indeed come back for him.