I have a 4-month old daughter.
Each time she is awake she gets some "tummy-time" where we put her on her stomach on a play-mat, to build up her neck muscles. She doesn't like it that much and usually ends up crying after a few minutes of this.
Also, when we hold her so she is facing us, against our chest, she often jerks her head back like she doesn't enjoy being held that way.
While we have noticed her neck support getting stronger, there's still a small amount of wobble there and we have to support it.
At what age should we expect her to be able to support her head without any support?
Is there any other exercises other than tummy-time we can do to improve her strength?
Update
My daughter will be 5 months in about a week's time and we have noticed a big improvement in her head control/strength over the past few weeks. I would say she has about 90% head control now. Thanks for all of your great answers!