When to assemble the landing gear?

The best time to assemble the landing gear?
Simple!

Never. Just build it gears-up like an airplane should look!

I tend to leave the landing gear off until I have completed the base colors of paint then will install the gear, coat with Future, apply decals, coat with Future, apply weathering then coat with Polly Scale clear flat and finish off with some pastel chalks.

It all depends on the kit and your particular "style." When I build a plane that has "plug-in" landing gear, I usually insert (but not glue) them after painting the airframe, and keep them on through glosscoating, decalling, panel-line wash, & dullcoating. When everything is dry, I remove the gear legs to paint the oleos.
Hope this can be of some help to you !

Personally i do the weathering with the gear fixed in place. it gives you a perspective.

I like to instal the landing gear, less wheels, before painting as the landing legs (oleos?) prevent painted surfaces under the aircraft from getting scuffed or scratched. When painting I just mask them up.