Second opinions are always a good idea. Even if you feel you have the most competent doctor in the world, a second opinion is still a good idea. You should try to get the second opinion before any treatment starts (but try not to delay treatment for too long in order to get a second opinion).
If you wait until treatment has already started, your options are limited and some physicians may be hesitant to question another doctor's treatment plan. You may also have trouble getting an honest answer about what the second doctor thinks of the first doctor's plan.