From HowardForums Wiki
To check your mobile phone's serial number, key in the following on your phone:
star-hash-zero-six-hash ( * # 0 6 # )
and a fifteen digit code will appear on the screen. This is unique to your handset. Write it down and keep it safe. Should your mobile phone get stolen, you can phone your service provider and give them this code. They will then be able to 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 lease you know that whoever stole it can't use / sell it either.
If everybody did this, there would be no point in stealing mobile phones.