Before they are born. I have said it time and time again that the health of our children is our responsibility. We are their guides and their examples. We set what is appropriate for our children and by our example. If we eat well and take care of ourself then that is our childs example. If we don't then that is their example.
I do not have the exact reserach but I guarantee that if we take care of ourself then we greatly reduce the risk of our children being over weight. We can control our childrens activity levels and food habits. Get it straight in your own life before your children are born and if they already are then change your life first and your children will follow suit.