Start soon as you can. There will always be a few dropping early, and a few holding into April.
They are easiest to see the earlier in the year you're looking; there may be more to see later. But once that spring growth really kicks in (typically some time in March), it can become much harder to see a shed.
One issue I've come to recognize: We are competing with coyotes and dogs in finding those sheds. If a coyote or dog finds it before you see it, he walks off with it. And they can often "smell" a fresh shed from several yards away. For this reason, I repeatedly frequently re-visit certain areas, as I know a shed doesn't just lie there very long before a coyote finds it. IMO, this is one of the reasons most of us don't find more sheds year-round. And in some areas, rabbits and squirrels can eat up an antler faster than you might have imagined. Yet sometimes I'll find an intact antler that's been lying for a year or so in some great squirrel woods, and has never been chewed.
Also, don't assume you'll find them all on the ground. I've found them 4-plus feet high hung up in honeysuckle. Speaking of which, anywhere you find a lot of thick honeysuckle can be a great place for finding earlier sheds.
