There are a number of ways to get your IMEI number.
First, the easiest option is to look at the label of the box that your phone came in.
Secondly, if your phone has a removable battery then open the cover and remove the battery. Your IMEI should be on a serial number plate and your IMEI number should be shown there.
Lastly, from the Dialler, enter *#06# and it should be displayed on the screen. This won't work on all phones and all networks however.