We present 426 epochs of optical monitoring data spanning 1000 days from 2003 December to 2006 June for the gravitationally lensed quasar SDSS J1004+4112. The time delay between the A and B images is {Delta}t_BA_=38.4+/-2.0days ({Delta}{chi}^2^=4) in the expected sense that B leads A and the overall time ordering is C-B-A-D-E. The measured delay invalidates all published models. The models probably failed because they neglected the perturbations from cluster member galaxies. Models including the galaxies can fit the data well, but conclusions about the cluster mass distribution should await the measurement of the longer, and less substructure sensitive, delays of the C and D images. For these images, a delay of {Delta}t_CB_~=681+/-15days is plausible but requires confirmation, while delays of {delta}t_CB_>560days and {delta}t_AD_>800 days are required. We clearly detect microlensing of the A/B images, with the delay-corrected flux ratios changing from mB-mA=0.44+/-0.01mag in the first season to 0.29+/-0.01mag in the second season and 0.32+/-0.01mag in the third season.