I started training from day one, just a little at a time as it's very tiring for young pups. Teaching them sit is the best command because you use it for everything, sit before you eat, sit whilst you do something, stay is just an extension of sit and some people just use sit as in sit until I tell you to move.
Yes I like it in here, sometimes much more than outside in the general doghouse 
Oh I think we might have to start a part 3 puppy survival thread soon as this is almost full.