Using the AdS/CFT correspondence, we probe the scale-dependence of thermalization in strongly coupled field theories following a quench via saddlepoint calculations of 2-point functions, Wilson loops and entanglement entropy in d=2,3,4. For homogeneous initial conditions, the entanglement entropy thermalizes slowest, and sets a timescale for equilibration that saturates a causality bound. In this strongly coupled setting, the UV thermalizes first.