Non-type specific, but the way I teach it is:
For ILS approach, setting MAA at glideslope capture is OK because the aircraft will follow the slope all the way to the correct touchdown zone, even if it's only a cat 1 ILS. So even if you inadvertently bust minimums, if accurately flown, the aircraft probably won't hit anything too damaging. May wipe out a few lights etc, but it will be survivable.
Non-precision straight-in to the runway - as someone above mentions,you can set MAA after leaving the last limiting altitude as one option. Not one I favour, because you are losing some protection - on this type of approach it IS possible to hit the hard stuff if you get too low. However if you do leave the minimum set, be prepared to disconnect autopilot about 150 to 200 feet before minimum, to prevent the aircraft flaring to capture the altitude and thus de-stabilizing the flight path.
Circling approach - essential to leave the minimum set until it does capture on autopilot - that's what you want it to do to safely circle. Then set up the altitude alerter for missed approach in case of subsequent loss of visual reference.
The object of the exercise is try not to be too busy late on the approach, or during the early part of the missed approach, but at the same time not to throw away all the protections and warnings that the manufacturer has given you.
But as always, your own company SOP is the one you are supposed to follow. Regrettably some SOPs do force pilots to get more busy than they should have to be during approaches. The simpler the procedure, the more likely it is to be consistently performed when the weather conditions are bad or other things are going wrong.