With DS,I remember starting the bedtime routine when he was 4 weeks. However, I still have some of the records I made showing when he fed/slept and these show that the evenings didn't actually settle down for quite some time after that! I don't know quite when, though.
DD is now 7 weeks, I run her bath/massage/feed/settle routine at 6.15pm (as with DS) which is nice but a bit farcical, as she stays down for roughly 90 seconds before the evening madness begins.
Can you remember when / how things started to settle for you?