When is it best to start establishing bed time routines?
I.e. Bath time? Reading a book? etc?
I've read Save our Sleep, which mentions its best to do it from early on, but i've had doctors tell me that after 3-4 months is better.
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It depends in some part on your parenting philosophy, and whether you want to respond to all crying or not. I don't think it's a good idea to impose a schedule on an infant younger that at least 3 months, because they most often won't fit the routine, regardless of what you do. They will likely cry, and likely wake up when you are sleeping.
Babies in utero are attuned to a mother's circadian rhythms, due to maternal hormones (cortisol and melatonin both pass through the placenta), maternal activity and other factors. However, this circadian rhythym matching the mother's is broken at birth, leading to a sleep cycle that is independent of daylight or lack thereof (to the frustration of countless new parents). It takes months for the infant to develop a melatonin- and cortisol-based circadian rhythm. Babies do this at different rates, which is why there is no single expected pattern of sleep for infants.
 Development of fetal and neonatal sleep and circadian rhythms Mirmiran M, Maas YG, Ariagno RL, Sleep Med Rev. 2003 Aug;7(4):321-34.
 Sleep in brain development Peirano P, Algarin, C R., Sleep Med Rev. 2003 Aug;7(4):321-34.
Around 3 months of age is, supposedly, the earliest it makes sense for the baby to react to it, to start actually getting used to it and profiting from it by going to sleep faster. A 1 mo baby goes to sleep as it wills, whatever routine we invent.
But if you can and want to and it's not trouble for you - you can start the routine earlier. There's no harm, but, supposedly, no gain either. I would argue that such routine would be good for the parents, to have at least some (however flexible) schedule to keep some sanity in those earliest months;)
You have to be precise when talking with a doctor about a bedtime routine. It sounds like you mostly mean the list of activities you do at bedtime, but usually when people say "bedtime routine" they implicitly include enforcing a specific time to go to bed. The former is recommended from the start, because babies really crave consistency. The latter needs to be eased into after a few months.
Babies are actually able to respond to a schedule practically from birth, but not in the way most people try. Our eldest child was born 3 months premature, and spent those 3 months in the hospital. Her feeding schedule was on a strict schedule from the beginning, mostly because of the logistical requirements with the nurses. To our surprise, she adapted to the schedule within two or three weeks.
However, the important difference is that the schedule was set to feed her just before she got hungry enough to cry about it. This enabled her to feel confident her needs were being met. Most parents try to push their baby's schedule the other way too soon, which doesn't work out well for anyone. Once you have the schedule working according to the baby's needs, then you can gradually adjust it to better fit the parents' needs.