My trainer (western) prefers to start with 4 year olds because they are physically and mentally more prepared, in his experience.

I know another local trainer who works with a lot of performance horses (western) whose clients send them for training at 2 years. He prefers to train at 2 years. He presently has a 2 year old filly that was sent to him because every time someone got on her to ride, she would rapidly move backward, ending in lying down with the rider. He thinks that she learned this in her early training as a means of getting rid of the rider. I interpet this as meaning that she was started too early and wasn't up to the challenge of hard work, so she did this as a protective mechanism. Of course, it could just be her nature ;)