When I began feeding my first baby, I bought rice cereal and jars of baby food at the store - following the whole "stages" thing. Gerber 1 comes before Gerber 2 , etc...
Well, when I had my third baby, a good friend of mine introduced me to the fabulous concept of making my own baby food! Yes, it takes time, but it's way cheaper and healthier for your baby!
Baby can start eating as early as 4 months, but I wait until 6 months. Breastmilk and/or formula is still the most nutritious food baby can get the whole first year; and once solid foods are started, baby eats less breastmilk/formula. Also, baby has to be 6 months old to eat homemade rice cereal and I prefer waiting for that instead of buying infant rice cereal that baby can have before 6 months. But, do what's best for you. Go for it at 4 months if that's what works for you and your baby!
Please keep in mind that I am not an expert in this area. Please consult with your baby's pediatrician to know if this homemade baby food plan is right for you! :)
Also, this is a brief summary of making homemade baby food. For a complete guide on this subject, I recommend Ruth Yaron's book entitled "Super Baby Food."