Short Answer: Never! A wedding invitation is used to invite your guests to the wedding, not a way to ask for gifts. It is considered bad etiquette to include it in the wedding invitation.
So how is everyone supposed to know where you registered for wedding gifts? It's the job of your wedding party and parents to relay the message. It's perfectly acceptable to include the registry information in your Bridal Shower Invitations because the party's purpose is to "shower you" with gifts!
Another way to tastefully tell guests your gift preferences is to include it on your wedding website. Then you can include the line "For more information, please visit" on your wedding invitation.
Remember, you don't want to offend your guests before they even arrive and that just might affect if they even give you a gift or not!