In the second bar of the J.S. Bach d-minor Fugue in WTC 1 (BWV 851), we have
How should this trill be played?
There is no question that an historically correct interpretation will start the trill on the upper auxiliary note (in this case the A). The ornament does not descent to an F; there are specific types of ornaments that would require that (like the trillo or the idem and the trill is not one of them.
After playing the upper auxiliary note on the beat, you should alternate back and forth between the upper auxiliary and principle notes, playing the principal note at least twice. We are given some suggestions:
So you have a little bit of artistic freedom. Things to consider are the tempo, the note that comes next, and the context of the piece. Is it consistently playable in places where the subject returns? Does the trill sound uneven played at a fast tempo unless you play it a certain way? You'll hear ornaments in all varieties of music played many different ways in different interpretations. There may be no most correct way, but some ways are definitely more correct than others.
I'm looking at the imslp.org's photocopy of an original score, so I hope I got the right spot (no images allowed thru corporate proxywall :-( ). My guess is to start with the upper note of the trill as a sort of grace-note just prior to hitting the triad; then release the full triad prior to the final sixteenth.
At least, that's how I'd approach a similar figure in Bach's cello pieces.
I've heard this played two different ways:
I believe the first one may be more technically correct, but you'd have to ask a baroque specialist. There may be other options as well, but these should be fairly in-line with the original style.