It really differs with each person in my experience. I eat eggs, meat, spinach (or another leafy green vegetable) every morning. Some people will go the protein shake route. I eat one serving of fruit per day and several more of vegetables. I eat some dairy but no legumes.
The best way I have found to go about it is to start off with the goal of staying as paleo as possible for 30 days, then gradually adding things back in to see how they affect your diet. I used to eat a lot of legumes before I started cleaning up my diet. I introduced some beans (in chili) after a couple of months paleo and they WRECKED me. I'm talking bloated as hell, gassy, etc. So I now avoid them. I introduced a little bit of dairy (cheese in eggs, milk after the gym), no real adverse affects.
It's hard to stay 100% paleo all the time, I try and tailor my diet to be a more "eating clean" type of thing, and I go by how I feel after eating certain foods more than 100%, by-the-book paleo. Once you've been eating clean for a while I've found that my body will tell me what is good and bad, more or less. I still stay away from sugar and grain in all forms, though.