In general, most women should have a screening mammogram once a year beginning at the age of 40. If a woman is at a high risk for developing breast cancer then earlier screening may be advised.
High risk is typically defined as a known genetic defect (such as with Angelina Jolie), a family history of early (before menopause) breast cancer, prior breast cancer, and a few others. There are risk calculators available on the web if you think you may be at a higher risk.
Also, there are many mammography clinics which do not require a referral for screening mammograms and some will accept walk-ins.