To check your Mobile phone's serial number(IMEI), Enter the following digits on your phone!:
* # 0 6 #
A 15 digit code(IMEI) will appear on the screen. This number is unique to your handset. Write it down and keep it somewhere safe. When your phone got stolen, you can call your service provider and say this code then they will block your handset so even if the thief changes the SIM card, your phone will be totally useless. You probably won't get your phone back, but at least you know that whoever stolen it, can't use/sell it either. If everybody does this, there would be no point in people stealing mobile phones.
Not only the above, but also in Australia your stolen phone is added to a "Stolen Mobile Phone" database, so if your phone is found later on it can be returned to you.
Also check out @ Mobile Phone Secrete Codes