The signs to watch for
A high-pitched squeal when braking often comes from the wear indicator, a small metal tab that rubs the rotor once the pad material gets thin.
A lower metallic grinding means the pad is worn down to its backing plate and the rotor is being damaged. Have the brakes inspected quickly.
Other signs: a longer stopping distance, a softer pedal, a vehicle that pulls to one side, or the brake pad warning light on the dash.
Check the thickness
Through the wheel opening you can see the pad against the rotor. Many manufacturers give a minimum of about 3 mm (1/8 in) of pad material: below that, replace. The owner's manual gives the exact value.
How often?
There is no single mileage: city driving, frequent stops, vehicle weight and pad quality all change it. Front pads usually wear faster than rear pads.
Always by axle
Replace the pads on both wheels of the same axle (both front or both rear) to keep braking balanced. It is also a good time to check the rotors.
This advice is general. If in doubt, have your brakes inspected by a mechanic before driving.