Single player first. Always. It teaches you how to play the damn game and hold you own against the pros that you inevidently meet during your multiplayer career.
Case in point, my dad and I share Bad Company 2 (different personas, obviously). My dad jumped into multiplayer immeadiately and can't play for jack. Then when he watched me play he asks me lots of questions about how I did something, and I answer: learnt it from the single player.