Some options that are often considered:
- Right after undergrad
- After a master’s degree
- After working for a while
All of these are great options! Each has advantages and disadvantages.
Research-oriented graduate programs do not typically expect applicants to have work experience, and many students in those programs will be entering directly after receiving their undergraduate degree and having research experience. A student enrolling right after college will still be used to the academic structure, including the demands of courses and exams, while a student enrolling a few years later will typically have to re-adjust to this structure. If you know you want to pursue a career in research, by all means jump right in!
However, returning students often benefit from their greater maturity and work experience. In particular, returning students will have acquired useful technical, leadership, collaboration and communication skills, as well as valuable time management skills, that are important to success in graduate school. Returning students often have a clearer sense of their goals for pursuing advanced study, which can support persistence, resilience, and making thoughtful choices.
See also: Does getting an MS make you a more competitive PhD program applicant?