If you want to say you go to a parlor to get a piercing:
* "I go to a parlor to get my [body part] pierced." (e.g., "I go to a parlor to get my ear pierced.")
* "I'm going to a parlor to get a piercing." (This is more general and doesn't specify the body part)
If you want to say you want to pierce something yourself:
* "I want to pierce my [body part]." (e.g., "I want to pierce my nose.")
* "I want to pierce [object]." (e.g., "I want to pierce my leather belt.")
Remember to be specific about what you want to pierce.