You should always get your car serviced regularly in accordance with the manufacturers guidelines to get it running as efficiently as possible. Some cars have long life service schedules and others are shorter meaning you will need to check the plan for your individual make and model of car, not just assume it is the same as a previous car you owned.
Having the service history for a car can also make it more saleable and may mean you get a better price for it, especially if it has been done by a main dealer.
Along with ensuring that you have the service book and that it is stamped every time you have a service done you should also try and keep receipts for other work you may have had done such as new brake pads or discs.
If you have no longer have the service book for your car or never had one when you bought it, then you can often buy a replacement from the main dealer or online. You will then need to try and track down all the garages that have services the car and ask them to stamp the new book again so you have an up to date service book. Some garages may charge you a small fee for this. They may not agree to stamp the book, but will send you a print out to show when the services were done. If you have brought a second hand car, then you may struggle to find out where the services have been done, but the local main dealership is often a good place to start.