I'd say adding milk late is the best. You have coffee with volume and heat V and Q, milk v and q. Whatever you do, you'll get volume v+V and heat Q+q. Q can become Q' if you let it cool down first, or (Q+q)' if you add the milk first then let it cool down. But because milk is cold, the Q/V > (Q+q)/(V+v), hence the loss Q -> Q' is bigger than (Q+q) -> (Q+q)'.

The best answer though is to put the coffee on a plate, and forget about the milk.