When you feel like it is my vote!  I'm from Ireland and I go home for Christmas every year so I put mine up around Thanksgiving so that I get the feel of Christmas in the run up to going home.  Plus it makes it warm and cosy and festive and i get to spend time in my apt before and after Christmas with it up.  My mum puts it up on my Grandfathers anniversary on the 8th December and I was going to do that but I figure Thanksgiving weekend is as good a time as any becuase its the real kick off to Christmas season!