I think it should happen when and if you are completely comfortable.
Thanks to everyone for your advice regarding personal emails and other precautions. Funny when I sent a message back that I wanted to communicate via CM and didn't feel it was appropriate for me to give my personal email address he stopped communicating.
Here are some suggestions I posted related to this topic in another forum discussion recently:
Many people like to move from CM's on-site communications to off-site electronic communications or phone calls fairly quickly for a variety of reasons. There are some steps you can take to protect yourself when doing so. The primary objective is to retain as much anonymity as possible initially, until you get a better sense of the person's nature. At a minimum, this should include some phone contact (unless you have had some contact with them in person, such as at a CM event).
Do not give out a listed number. Search for the number with Google and Bing to be sure it can not be linked back to you.
If possible, avoid giving out your permanent phone or Skype number if it will be an inconvenience to change it. If you use Skype, create a new ID just for on-line acquaintances. Do not register it using your last name or maiden name (or even a unusual first name that will be easy to link to you if you live in a small town). For phone (landline or mobile), get a new number from Google Voice (GV) (or similar service) to use only for online contacts. GV numbers have a variety of flexible configuration options and can be set up to ring multiple phones so you can answer the one that is most convenient (e.g., to avoid using cell minutes when you are at home). GV also allows you to make free long distance calls within the United States and has what seem to be reasonable international rates. If someone harasses you, you can just release the GV number and create a new one. If you do use GV, be sure to create a throw-away email account that does not personally identify you to register it under.
If you don't have a throw-away number, always call the other person with caller ID blocked In many places this is done be dialing *67 followed by the number, but check with your local phone company -- and test by calling another phone you have access to first.
Internet (email, chat, etc.)
There are a number of services (Gmail, MSN, Yahoo, AOL) that provide free email accounts with associated chat clients that are far more user-friendly than the CM chat (sorry guys, but that is an Achilles heel...). Yahoo email is notorious for being compromised and used for spamming those in your address book and AOL has a number of quirks, so I recommend Gmail or MSN (Hotmail, or whatever they are calling it this week).
The same precautions apply as with the phone number: Create a throw-away email to be used solely for online acquaintances. Do not include your last name or maiden name, distinct first names, date of birth, etc. Don't use it for anything that would be a hassle to change if you need to delete or abandon the account due to harassment. Also do not use it to register for anything where you have to provide your real name.
A note regarding last names: if you were previously married, also avoid using a former married name, even if you no longer use it. There may be records that can link it to your current name. Also, do not use your mother's maiden name or other information that you have used in security questions to verify your identity for online accounts, banks, etc.
Do not identify your place of employment until you are know the other person fairly well. If you work for someone else, they could create some very embarassing situations. If you own your own business, in many cases they can obtain personal information about you through the business registration records.
Women, if you plan to do a background check on someone, do so before revealing your identity to them. This way if anything turns up, you have not compromised your identity. (Unfortunately, someone has to go first and generally the women are the most vulnerable, so...).
Do not revel your Social Security Number to the other person, even for the purpose of a background check. There are many companies that can provide the reports without such (see caveat regarding accuracy above).
If you trave to meet someone face-to-face, do not stay with the person you are meeting, regardless of how many spare bedrooms they have, etc. Even if they are completely committed to maintaining chastity, temptations do happen despite the best of intentions, and you may need to get away for a while to allow yourselves to cool down. If a hotel is too expensive, see if there are any CM members of your sex you know in the area you can stay with.