Actually, the latest recommendations are now to start vaccinations at 8 weeks or later. Earlier than that, and the mother's immunity will simply fight off the vaccine and the pup will get no benefit. This immunity is passed to the pup in the first 12hrs of nursing, and typically after 24hrs, the changes in the neo-natal intestine prevent any further absorption of IgG.
Colorado state is currently recommending vaccines at 8, 12 and 16 wks. Rabies not to be given before 16wks, and preferrably not in conjunction with other shots. I know many breeders now recommend holding off on rabies until 6 months, if possible and if there is no imminent threat of rabies in your area.
Deworming should definitely be done, and if possible, take a stool sample in too, so they can screen him.
Heartworm preventative is usually started at 12 weeks, and it covers the previous 4 weeks, so don't worry if the bugs are already out and biting.
He definitely should go outside in areas that you know are safe. Also, start with the socialziation with dogs that you know are EXCELLENT with puppies. Know anyone with a bitch of pups about the same age? HE's going to have missed out on all the manners lessons from mom, other puppies or another bitch would be excellent for teaching him.
THere are many threads recently on socializing a puppy, suggestions, links, etc. Take a spin around.
