I don't believe I have any definite rules. In a built up area I try not to indicate until the road I want to turn down is the one coming up but in some areas there may be only 10 metres from one side road to the next, and then it is probably better to indicate slightly 'too early'. On motorways I typically indicate around the second countdown marker to the exit. Changing lanes indication is entirely about intention and it could be a minute before anyone lets me on. If it goes above a minute or so, I tend to cancel. However, if I am stuck in a lane queueing for an exit but I want to carry on, I will signal more or less indefinitely.

So in short, it all depends...