If you get stuck in research, at what point in time should you ask for help?
I find that grad students always wait too long to ask for help, either out of fear of looking "stupid", or out of inexperience, or out of a misplaced sense of stubbornness. If you've spent a few weeks on something and you're thoroughly stuck, then you should absolutely ask someone (advisor, other students, anyone with knowledge). You'd be surprised at how often you were merely barking up the wrong tree, or just didn't know a very important fact or reference, or just had to reformulate the question differently. All of this takes experience, and that's what an advisor is supposed to provide.