A metallic squeal under braking is the best-known sign, produced by the wear indicator touching the disc. Relying on it alone means you already waited too long.
Also watch for: longer stopping distances, vibration through the pedal or steering when braking, a dropping brake fluid level, and the car pulling to one side under braking.
Modern European cars have an electronic pad sensor that triggers a dashboard warning. Don't ignore it — continuing past that point damages the disc itself and doubles the cost.