SAVE THE DATES
You can send Save the Dates at 4-8 months before the wedding. The general rule is the sooner you can send them, the better. Save the Dates are a considerate touch if you're planning a destination wedding.
BRIDAL SHOWER INVITES
The maid of honour is responsible in this case, as they're hosting the event - even still, it's good to ensure that everyone is informed 6-8 weeks before the shower.
STAG/HEN PARTY INVITES
It's considered polite to give a month's heads up before throwing a stag or hen party.
REHEARSAL DINNER INVITES
3-6 weeks notice should give people time to clear their schedule.
Etiquette dictates that you send wedding invitations at least 6-8 weeks prior. Be considerate - those who live out-of-town may need to make travel arrangements. If yours is a destination wedding, then be sure to send the invitations at least 3 months in advance.
The sooner you send out the invitations, the sooner you get your RSVPs. It's useful to set a deadline for RSVPS - you should have all the responses collected 2-3 weeks before the Big Day. Caterers generally require a finalized headcount a week before the wedding, and stationery providers require finalized names for the place cards. Collecting responses early alleviates stress for all involved.
THANK YOU CARDS
The general rule is to send these as soon as possible, but sending gratitude cards within 2-3 weeks is considered polite.