Tip 4: Press the keys * # 0 6 # to check your mobile phone serial number

This does work on many kinds of mobile phones. Entering * # 0 6 # displays the phone's unique International Mobile Equipment Identity (IMEI). The IMEI is also usually printed underneath the battery.

If a phone is reported lost or stolen, the IMEI can be used to disable the phone, thereby making it impossible for thieves to use it.

A Wikipedia entry about IMEI notes:
When mobile equipment is stolen or lost, the operator or owner will typically contact the Central Equipment Identity Register (CEIR) which blacklists the device in all operator switches so that it will in effect become unusable, making theft of mobile equipment a useless business.
However, CEIR blacklisting is not always effective because it is sometimes possible to reprogram stolen phones with a new IMEI and, although in theory every IMEI is supposed to be unique to a particular device, this is not always the case in practice.

Certainly, it could be wise to record your IMEI just in case you need it at some point in the future. But it should be noted that you do not actually need to have your IMEI at hand to have a lost or stolen phone deactivated. Virtually every provider will have the facility to quickly deactivate or disable your mobile phone account, even if you cannot provide the phone’s IMEI. If your phone is lost or stolen, contact your provider and explain the situation. They should be able to immediately initiate methods that will ensure that thieves cannot use your phone account to make calls.