As early as possible.
There is no reason to keep your game secret. Creating a public development blog, for example, is a great way to document your thoughts and keep yourself motivated. A modest audience of interested people might give you some valuable feedback, even when all you post is still conceptual.
There is really no reason to be afraid someone might rip off your ideas and beat you to market.
- The documentation of your progress is proof you had the idea first.
- Ideas are far less valuable than you think. Everyone has great game ideas (at least they sound good in their heads...). And just like you, they would rather prefer to work on their own ideas, and not those of someone else. The only ideas people rip off are those which are proven to be commercially successful, and that proof won't come before you start selling your game.
- A single idea or good core game mechanic doesn't make a good game. A quality game is one where all the components fit together. When you look at the most successful games, you will notice that very few of them really did anything of matter which was completely new (and with those which did, the idea was often something where nobody else though that one could actually make it work well). What they did better than other games is not just do every single component of the game better than average, but also fitted them together well. And this is something you can not "rip off". At least not without actually experiencing the finished product.
But a really aggressive marketing campaign which actually takes considerable energy and resources does only make sense when there is already something playable. Unless your release date is already scheduled, there is no reason yet to push your product into your customers faces.
