Since I think accurate, up-to-date documentation is as important as existent documentation, I'm inclined to believe that documenting everything doesn't have to be started at the beginning, but I know the longer I put it off, the less likely I am to actually write it. I've been trying to document my code as soon as I have a good idea of how the function, method, etc. is going to work, which sometimes is before I write any code, sometimes after I'm finished, but usually as I'm writing it.