We didn't start taking Jake outside until this spring because I didn't want to take him out in the winter. I got him in Sept. so he was too young and too little to take him out when the weather was cold. We actually started letting him get used to the leash by putting it on him and walking him around the house first. Then, we took him to pet stores after he had all his shots. When the weather started getting warmer, we started taking him outside in the backyard and the woods behind our house. He was scared at first, so I would take him out for very short periods of time each day, and I would increase the time a little bit so he could get used to it. Before long, he was having a great time out there. He loves going for walks, and he loves going outside to play! We kinda live in the country, although our street is a main street and busy. We don't have sidewalks, so we just walk him in the yard, since there's plenty of room to take a nice, long walk. He loves it!
I guess he was about about 9-10 months old when we first started really walking him outside.
Edited to add: We also take him to our daughter's house, and he plays with her dogs so he gets socialization with other dogs. We have taken him to a nearby park also. I think socialization with other dogs is important, as it gets him used to other dogs and he's not scared.