Do you chart your temps? Do you know when you ovulated? If ovulation was delayed, your period would be as well. If you know certain when you ovulated and you still believe you're late for your period, you can go to your doctor for a blood test or wait another week before testing. It's possible that a hpt wouldn't pick up hcg present in your urine until you're a couple weeks late - it's not very common but it does happen. There's a gal on another board whose SIL was 29 days late before she finally got to see a BFP on a HPT. Craziness but it happens!
Good luck!