The initial test is a mammogram, all the time.
As a second test, the ultrasound plays a really good role, especially automated 3-D ultrasound, because you get the picture of the whole breast and the radiologist can see different planes of the lesion. If they catch something, they can look from different angles.
An MRI is definitely another supplementary test, but it's not cost-effective. The other test is a biopsy. After they find something with an ultrasound or an MRI, they go for a biopsy. There are not many tests, but an ultrasound and MRI are the supplementary tests.