Mid-Act 2 is ideal for me. A lot of people suggest waiting until Act 3, but there's some really solid gear you don't get until a decent bit into the DLC, so starting it a little earlier give you more time with all the toys you get. Definitely don't wanna rush to it though, you probably want to have unlocked the second or third tier of perks in at least one attribute before you go in.
Either way, you can't start it until you square away the situation with the Voodoo Boys, so you'll want to do that to at least unlock it either way.