I'm no expert but have had 2 failed ICSI and on both occasions my clinic advised i could start after I had my next AF. Everyone is different but I did not feel strong enough mentally after my first fail to go straight into another cycle. My first one failed end May, I went on a holiday in June and took a few months out living "normal" then started again end August. Looking back now I feel that I didn't give myself enough time especially now that I failed my last one in November and am still feeling very emotional and upset about my last treatment. Not sure if it was because I tried too soon after first fail or because my second cycle was so different and so much harder - I didn't respond to stimulation drugs at all(I only had 4 very small foillicles) and at ET I had no eggs....after my first cycle I was upset but was looking forward to trying again....this time I can not stop this feeling of being a failure.....
Now after war & peace my advice would be start again when you feel strong enough to do it and best of british.
I was allowed to start my 2nd cycle after one proper period - ie not the one that ended my tx. Like Kestrel I think I possibly went a bit too early and although my second cycle was much more succesful I didn't half feel rough down regging I put this down to not letting my body get over my first tx, though my clinic said it wasn't because of that, but different cycles make you feel different.
Consequently I've already booked myself in for my third go in January! I can't wait! This time I had to wait 2 periods as I was technically pregnant last time. I don't know about you but I feel best when I'm doing something so I book in for tx as soon as I can. But it's probably better advice to give yourself a few months to recover!!! I'm just a nutter!