If you wish to conserve the aroma of your coffee, put in the milk at once. Cooler coffee loses aroma more slowly than hotter.

If you wish to conserve heat, then it depends on the ambient temperature and the temperature of the milk. If the ambient temperature is such that the milk is gaining heat faster than the coffee is losing it, then immediately pour the milk over yourself and run for a cooler spot, such as in a fridge.

Otherwise pour the milk into the coffee pronto; the coffee is losing heat faster than the milk is gaining heat.  By adding milk to the coffee to the coffee you are increasing its mass faster than its area and reducing its temperature; both of those effects reduce the rate of its loss of heat.