If you plan on Super Training, start as soon as possible since you can do it from level 1. Plus, you might get some random EVs on the Pokemon you're training from battling wild Pokemon or trainers, so it's best to just to do it before that happens.
If you plan on doing Horde training or regular training, there isn't really a set level you should start, but try to meet these requirements:
- Get Power Items for the stats you are training (can be bought at the Battle Maison for 16 BP)
- This is optional, get Pokerus (very rare)
- Be able to easily defeat the Pokemon you are training off of
- If you are Horde training, have lots of Honey or a Pokemon with Sweet Scent