Allah SWT says in the Holy Qur'an, in Surah Jum'ah, to go to Friday prayer:
íóÇ ÃóíõøåóÇ ÇáóøÐöíäó ÂãóäõæÇ ÅöÐóÇ äõæÏöíó áöáÕóøáóÇÉö ãöäú íóæúãö ÇáúÌõãõÚóÉö ÝóÇÓúÚóæúÇ Åöáóìٰ ÐößúÑö Çááóøåö æóÐóÑõæÇ ÇáúÈóíúÚó ۚ Ðóٰáößõãú ÎóíúÑñ áóßõãú Åöäú ßõäúÊõãú ÊóÚúáóãõæäó {9}
[Shakir 62:9] O you who believe! when the call is made for prayer on Friday, then hasten to the remembrance of Allah and leave off trading; that is better for you, if you know.
http://quran.al-islam.org/
The Holy Prophet SA used to pray Jum'ah salaat, and the Imams AS prayed Jum'ah prayer also. During the time of the occultation of Imam Zaman AJ, some people believe that praying Jum'ah is not wajib. They believe you can say Zohr prayer instead of Jum'ah prayer. However, some of the Maraje say that even though Jum'ah prayer is not wajib, people should participate in it and not be deprived of the blessings gained through attending the prayer.
There is a famous saying by the Holy Prophet SA:
Salat of Jum'ah is Hajj for the poor. Every Friday there is a Hajj and `Umrah for you - on Friday to go for the Jum'ah prayers is Hajj and to wait after al-Jum'ah for `Asr prayers is `Umrah.