That's a tough question because asking about STDs or sexual preferences is going to be awkward no matter when you do it. I'd say if you've had a couple of dates and you like the guy enough to consider sleeping with him or if he's putting the moves on you to sleep with him, then that's the time to ask.
On the other hand, as I mentioned in another post, how do you know the guy isn't going to lie to you? And even if he takes a screening at some point, he has to not sleep with other women (or men, if he's bi) between the time he takes the screening and the time he gets the results and then sleeps with you.