I left first, and at first it was hell, but relatively short lived. My wife got all spiritual, put up a fight and started going out in service all the time. In the mean time, the little things I told her about the JWs was slowly sinking in.
There were two major milestones to helping her get out:
1) Reading about Russel, Rutherford, and the history of the JWs on Wikipedia. This was a 'safe' and 'non-apostate' site to research, and her eyes were being opened up to the fact that their history is not all rosy-colored as the WT would have you believe.
2) She stumbled on my copy of Crisis of Conscience, and read it! Curiosity got the best of her...
After reading CofC, I remember so vividly when she walked into my office and said "So what if it's not the Truth... what do we do now"? And the rest was history!
All this took a few months.