We just had Reagan's done at 6 weeks. We usually go to JCPennys, but this summer we are going to have my cousin do them outside at the rose garden in our city. We have done the same with the other kids: 6 weeks, 3 months, 6 months, 9 months, 12 months, 18 months and 1 year.
We never did them with DD (which part of me feels so bad about but i try not to go down that mommy guilt road) but for xmas we got a GC to a place to get pictures done at the mall so we'll do that when John is a little more stable. He has good head control as it is, but we were thinking the summer will be nice when he is more of a true supported sitter.
I want to do them more often and know a girl in our local mom's group who does beautiful work so maybe we'll do that in the fall as we have great foliage here.