When should you start thinking about the finish?

TODAY!

At the bare minimum during your rough cut phase, but ideally loop in your finishing team during the pre-production stages.

Just because post happens later down the line, does not mean that decisions made in pre-production will not affect post production.

Conversations surrounding conform, VFX, and color grading can start before even picking up a camera. Whether this be chatting about post production workflows, or creating an on-set LUT for testing, involving finishing in the conversations is never a bad idea.