I always send a contract (I call it a letter of engagement) immediately. Now that I have an agreement I'm happy with, I always end telephone consultations with letting them know that before I commence work with people I have a letter of engagement I ask new clients to sign and get their email address and forward send it to them. A one-off can become regular and I don't want to get into "how come I didn't have to sign this before?". I think it avoids a sticky situation and looks professional.