I just intercepted the glide slope after engaging the ILS/VOR button. When do I engage the APP button on the MCP?

Engage the AP APP Mode when you're about half a dot below the GS. Set your landing flaps and extend your gear at the same time (the idea is the gear and flap drag will offset the tendency to increase your KIAS as you initiate your descent so your engine throttle setting remains approximately constant. Cheers, - jahman.

Jahman: Is that the official procedure? I always turn on APP when the localizer has been captured...

If your level you can always hit it before you intercept the localiser. Not really correct but it works.

I generally turn on my VOR LOC when on the centreline to the ILS, at which point the LNAV disengages,and then when slightly below the intercept point usually around 2000-2500ft, switch on the APP and arm the 2nd A/P if in the 737NGX. In the PMDG 747 as soon as the APP has captured the G/S, the 3 A/Ps switch on automatically to enable a CAT3 auto-land. Works for me each autoland.

I tend to turn on LOC/VOR when ATC gives me the final approach vectoring. At that point I approach the runway at an angle, so LOC will engage and align me with the runway. Once the localizer has been captured, I turn on APP, and wait for the glide slope to be captured. It has always worked for me fine...

I tend to turn on LOC/VOR when ATC gives me the final approach vectoring. At that point I approach the runway at an angle, so LOC will engage and align me with the runway. Once the localizer has been captured, I turn on APP, and wait for the glide slope to be captured. It has always worked for me fine...

Some pilots do it that way, I prefer to arm APP as soon as I get the final vector to the ILS, IRL and in the sim

Also, when do you activate CMD B autopilot?

Sorry, my example was about the real 767. Pressing the app mode automatically engages all 3 autopilots.Guess you could engage CMD B at the same time on the 737

Some pilots do it that way, I prefer to arm APP as soon as I get the final vector to the ILS, IRL and in the sim

Not all aircraft allow that, though. Some companies that fly the 737 have the systems setup as such that LOC capture has to have happened first before GS capture.

That has nothing to do with the capturing sequence. 99% of the time the LOC captures first as you are most of the time well below the glideslope when locking onto the LOC. Most of the time full scale deflection below GS. The GS captures a lot later when you are exactly on it. If you push the APP button upon GS intercept or LOC intercept doesn't make any difference.

Also, when do you activate CMD B autopilot?

To even-out AP wear, often when the Captain is the PF he will fly with CMD A engaged, while when the First-Officer is the PF he will fly with CMD B engaged. Cheers, - jahman.