Every IO set has a level requirement, and if you want to slot set IOs at that level you absolutely can. The earliest ones you can even slot at level 7.
That said, set IOs aren't cheap and if you don't have a level 50 character to earn inf for you, and you don't want to learn how to earn money playing the market, it's probably going to be cost prohibitive to get stuff like a full set of ATO enhancements, or even get into sets much at all.
The "good enough" approach is to just slot regular crafted IOs starting from level 22 (lower level crafted IOs don't give you enough stats to carry you to 50, but 25s are sort of the breakpoint). Then when you get more slots at higher levels, slot level 30s (or higher if you want), but don't replace the 25s unless you respec.
General attack slotting recommendation for attacks you're using is one accuracy, three damage, and then end reduction and recharge in the last two slots as needed, or put the slots elsewhere. This is for base 1.0x accuracy powers; those with lower base accuracy may need more accuracy slotted. ED is the system that basically says don't slot more than three of one type of bonus in a single power as a rule of thumb, but I won't break that down fully here.
In addition to that, slotting the high value one-off set IOs is good. That's the Performance Shifter proc in Stamina. Panacea proc in health if you can afford it, or otherwise Miracle recovery there. Both of those if you're really hurting for endurance, and also Numina's if you're still hurting afterward. Typically, every character wants a setup of 2-4 of these to help with endurance management.
Other solid one-offs are the Kismet accuracy proc (actually gives ToHit, which is better than accuracy), the two global +defense IOs that go on resistance powers, either KB protection or stealth in a travel power, and as many Luck of the Gambler global recharge powers as you have powers to put them in and inf to buy them with (but not more than 5). These are all nice, but not as important as the endurance management stuff.
Always buy attuned enhancements off the auction house. Sort by the level range 1-1 and buy the ones that don't have a number on them. These will level with you, so it's like replacing crafted IOs with higher level ones every level, but you don't have to do it or pay for it.
That's sort of the general basic plan. The following is here to provide information if you're interested, but you're fine leveling to 50 (and after) if you don't do any of it.
I won't address full-on mids buildcraft and set bonuses, but I will say that if you want to consider slotting set IOs sooner, pick them for their main overall bonuses and try to pick ones that modify several attributes, all of which you want. Do this primarily for the powers that you like using a lot, like your best attacks, or your control set's important AoE mez.
As a rule, the more stats an IO modifies, the better its overall effectiveness. Slotting two damage/recharge IOs is like slotting 1.25 damage IOs and 1.25 recharge IOs. If you want both damage and recharge, this is great. If you get a four attribute enhancement and you want all four things, it can be really good.
One stat: 1.0 effectiveness per stat, 1.0 overall
Two stats: 0.625 per stat, 1.25 overall
Three stats: 0.5 per stat, 1.5 overall
Four stats: 0.4375 per stat 1.75 overall
Beyond this, set IOs offer the same stats as crafted IOs, so a level 25 set IO that does only damage will have the same bonus as a level 25 crafted damage IO, but with the set IO you can get it attuned and maybe pick up a set bonus. Whether it's yellow or orange has no effect on the stats it gives, only the level and the number of different stats on it.
The cheaper IO sets you can even get for like 500k each; these probably don't have great set bonuses but you can get multiple stats on one enhancement, which as mentioned is more efficient, and you can get them attuned so they level with you (up to their level cap, anyway, which may only be 25 or 30 for cheaper sets).
As you reach higher levels, or just feel like you know enough and have the inclination to sit down and do it, you can put together a full set with mids, targeting your goals and set bonuses and such, then work toward what you've planned. Fully planned set IO builds are leaps and bounds ahead of a regular crafted IO or SO setup.
And again, if you know what you want, or a little of what you want, and you have the inf, you can start in on this at fairly low levels if you want to, and once you get into the 20-30 range there's not much you can't slot.