In the majority of US states you can order ferritin testing online and have the blood drawn at a local blood draw center (see my general overview of the process).
I'd suggest ordering from Life Extension because they have the cheapest price I know of ($28), and I've been happy with their service. You can also compare the other 6 ferritin test providers I've found.
Take a look at my state-specific issues page if you're in AZ, MD, NJ, NY or RI.
I don't know of a source for at-home ferritin testing yet, but it looks like ZRT Labs is working on it. So blood-draw phobics have some hope on the horizon.
Ray "genius-who-seems-crazy-at-first" Peat has a good article arguing that we shouldn't necessarily follow the traditional approach of keeping iron intake up.