I would start with the sim too. It's vital to build a basis of certain fundamental instrument skills before mixing in real-world distractions....that's why sims were even invented in the first place.
OTH, if it were my program, I would mix it up a little...do basic attitude flying (climbs, descents, turns, intercepting, tracking)) and then try it in the airplane. Then back to the sim for holds, then the airplane again. Back to the sim for non-precision approaches, then back to the plane. The precision approaches, etc. But if that's not an option, I'd rather do all the sim up front than no sim at all.