For a first time player I recommend doing all the quests and once you've done this, you should be in the level 7-10 range. Thats preferable; you'll be able to manage the stuff in post without much more trouble.
Whenever you get tired of it really,i wouldnt recomend going over 10 because it gets to be a pointless grind after that since your going to post any ways,and can level much faster there.
as all the wise ones have said in the preceeding posts, its entirely up to you. HOWEVER, let me relate a story. settle down its short!
way back in the long long ago 2005 i left pre a level one. why one might ask? well its simple really, i was an idiot. anyways i got to the rough and tumble world of post searing. i immediately relaized that the bad guys are MUCH less forgiving in post. i no longer could have a good natured knock around with grawl and hulking. no no my new enemies cared not for my lack of skill and experience. bottom line, i spent alot of time in the horizontal position.
having said that, just level some and grab every skill you can get your little grubby mitts on. skills = survival in my opinion.
5-8 is always a good time, usually by then you should have most of the quests in that area done, although if you dont want to finish all the quests before leaving thats fine. The enemies in post start at level 3/4, and you have a party size of 4, i wouldnt suggest leaving earlier than level 3/4 otherwise you may struggle a bit.
1. Complete all the available skill quests before choosing a second profession. Otherwise once you are able to change your secondary, you will have to purchase these skills.
2. Get as much gold as you can. In post-searing, you will immediately need to do two things - pay 50g for storage and purchase better armor. While buying a Charr Bag will seem attractive, it won't protect you from monsters.
I'd say somewhere around level 7-9 if it's your first character. Otherwise you'll have a harder time in post-searing than you need to. For later characters, when you have gold, weapons, etc., in storage already, the level doesn't matter so much.
My first char left at 6, no problems with money or buying skills...don't go over 10, and for your first char, don't leave under 4... ><
So glad to see many threads with people new to GW!!
My main recommendation for pre is leave at whatever level you want, just do all the free skill quests. That way you leave pre with as many skills as your character can have, and a few more unlocked to boot.