I always wondered when Hashem created angels because nowhere does it say in the Torah when Hashem created angels, only when Hashem created the world.
In the Medrash Rabbah there are two opinions. Rebbe Yochanan says that the angels were created on the second day, along with the firmament since we find in Tehillim a connection between the firmament and the Ruchos, which are taken to mean angels. Rebbe Chanina says they were created in the fifth day, and is alluded to in the words ועוף יעופף.
We see according to Rav Hirsch and others in Vayeira that mal'achim are created for the appropriate task as they are needed. Consider the explanation as to why three mal'achim came to Avraham but two left to go to S'dom and save Lot. Thus, as each mala'ach is needed for its task, it comes into existence.
We also see that as a Jew does a mitzvah a "good" mal'ach is created and if otherwise, a prosecuting mal'ach comes into existence.
Thus, mal'achim are constantly being created.