Every 35,000 Miles
You should check your brakes every 35,000 miles. You can see your brake pads by looking through the rim assembly of your car. If the pads are less than 1/4 inch thick, you need to replace them.
Special Circumstances
You should check your brakes if you hear or feel anything unusual, whether or not you are at 35,000 miles. Listen for squealing or grinding sounds when you brake. Check the brakes if you notice they feel squishy, or aren't responding as readily as usual.
Bottom Line
Most cars are fine with a brake check every 35,000 miles. However, pay attention to your car's braking performance to notice if anything is out of the ordinary in the feel or sound of the brakes. If you notice anything, check the brakes immediately or take the car to your mechanic.