With my first I didn't experience it until the third trimester. With my second it started during the second trimester. I'm now pregnant with my third and I swear it started at about week 4.
I tried chiropractic and massage to little avail. Using a foam roller and rolling out glutes and thighs seems to help quite a bit; however, yoga poses such as head-to-knee pose, butterfly or seated forward bends seem to exacerbate the problem for me.