Many light the Menorah after Maariv and some light immediately after sunset, between Mincha and Maariv.
If that is not possible, one should light as soon as possible after that time. [Technically, one may light all night, until dawn. However, if very late, one should arrange for another person to be awake and present for the Menorah lighting.]
When lighting after Tzeit Hakochavim, one davens Maariv first, unless there is no Minyan scheduled until later, or unless he regularly davens with a Minyan that is scheduled later.
If one cannot light the Menorah at night, he may also light any time after Plag Hamincha. [In this case, one will need to use additional oil, enough to last until half-hour after Tzeit Hakochavim.]
One may not light before Plag Hamincha. If he did so, he must relight at the correct time, and recite the Brachot again.