Agree with everything Laura said. One other thing I would recommend is when you switch to a sippy, keep the milk the same temp as what was in the bottle. So, if you were warming his bottle, warm the sippy as well (then slowly back off from that). If the milk in the bottle is cold, then all the better for an easier transition.
And, you will probably have to experiment with the sippy cups. Different LO's have different preferences. Maybe you can start out with one hard spout, one soft spout and one with a straw, and let him decide which he likes best.