On my Peugeot 308, the warning comes on when the estimated range (from the trip computer) changes drops below 100 miles. That's plenty of time to find a garage.
On my wife's Honda CR-V, it's at about 30 miles estimated range, which is cutting it a bit fine.
Mind you, I try to fill up before the level gets low enough to trigger the warning, in case the myths are true about starting to suck up grot from the bottom of the tank when the level gets low, and in case I'm a long way from a garage when I start to run low.