When is it Time...?

I've always wondered what is the proper thing to do about life insurance. Do you start a policy once you get married, have kids, or just get old? I guess everyone would have their own right timing for this kind of thing but I never knew what the normal thing to do with it is. I guess the first place to start is by getting a life insurance quote or two and going from there. Dh talks about it a lot because he thinks he's going to die at any given moment (yeah, he's kind of neurotic). Not that it's a bad idea now that we're older and have two kids but man, it's kind of morbid to me to think about.