A lot of breeders do it at disbudding. I was doing that as well with the Nubians, but I have a large tattoo set and a 4 letter herd sequence, so I found it didn't always fit in my few day old alpine kid ears! Now I do all of my "keepers" somewhere around 8 weeks and do any kids sold just before leaving for their new homes. I personally like this better than doing it with disbudding because I feel like I can focus better on their paperwork and getting the letters together.
I do it at birth, along with several pictures and a hair sample. Too many of my kids have gone "missing" that I've had to get back. Worth it when you have kids that are worth $1200 as day olds.
This year I am getting a scan and registration forms for microchips.