Go to Settings > General > About and look for your device's IMEI
Before trying anything else, you can simply dial *#06# on your phone (or any mobile phone), this should show up the IMEI number.
On some models the IMEI number is engraved on the back cover of the phone.
On some models the imei is printed on the sim tray. You need open the sim card tray, and then you can find imei number.