(note: I'm British, this is the way it's done here by everyone except travelling communities/irressponsible owners. I realise a lot of people do it differently in other countries, but nevertheless I stand by this as much better for the horse.)
Nice manners - leading, picking up feet, bathing etc - and 'bombproofing'/'sacking out' should all be taught ASAP. By the time you come around to the first bitting/saddling these should all be well-established.
Getting a horse used to a bit/saddle I would expect to start when the horse is 3, although it probably wouldn't do any harm just to introduce them earlier. It's good to have a horse used to at least having a saddlepad on from a very young age.
I wouldn't lunge/roundpen until the horse is AT LEAST 4, given the stress on the joints (ok, given, even in the UK a lot of people lunge very young, but I don't agree with it). Long-reining can be done much earlier and is very useful providing the horse is mentally mature enough to handle it. Long-reining, voice commands etc should ideally be well-established before backing.
Backing usually begins at 3 1/2, although if the horse is physically OR mentally immature it's normal to leave it until 4. If the horse is backed at 3 1/2, normal practice is to turn it away to mature for a few months after the initial work is done before bringing it back in and picking up training again.
Proper schooling work should begin when the horse is 4.
Jumping and other high-stress activities should begin no earlier than 5, or later depending on when the horse's basic flatwork is sound and established.
I would never put weight on a horse's back before the age of 3 (no more than a saddle, anyway, and only for a short time) and there's nothing that will ever convince me that is ok.
Ignore anyone who tells you 'the knees have closed, so it's ok' - the knees are one of the first joints to close, much earlier than most others, including more important weight bearing structures like the spine and pelvis. Saying the knees have closed is meaningless.