When should I establish a sleeping routine for my newborn?

I have a 2 month old, and I'm just wondering when I should look to start making a solid routine for her. Right now we let her sleep and wake to feed on demand. She sleeps about 8 hours during the night, but doesn't go down until 1 or 2 am. We give her a bath in the evenings and she sleeps and then wakes up about 11 or so to eat again. I know we can't keep her awake during the day yet, but I'm just wondering when most people get their babies in a proper routine.