It depends totally and completely on your provider. I just asked a bunch of friends on another board this question, and came up with as many answers as there were women. Some providers like to see you right away, do either a urine or blood test to confirm the pregnancy, etc. Others set up a dating u/s for between 6 and 9 weeks, along with a first appointment. And some of my friends just went when they felt like it was a good time, maybe even 16 or 20 weeks along.
I called and made an appointment with our local birth center today, and I'll be seen the week before Thanksgiving, when I'll be 10 weeks along. I'm not sure what they'll do then since I transfered there mid-pregnancy with DS. So nothing until then! Much different than my first pregnancy, when I had been seeing an RE and had the whole 48-hour hcg draws and two early u/s (6 and 9 weeks). So I'm just going on faith, and although I'd like the reassurance of a blood test or something, I just remember that it really wasn't too long ago that all women just waited to see what would happen.