We would have no way to locate your phone by IMEI. No one would. If you had installed an app or software to track the device, then you could locate it that way.
Your best bet now is to contact your service provider/carrier and get them to first cut the service to the device (so no one does anything with it that could cause you issues like run up your bill) and then log into all the accounts you accessed from the phone and change all the passwords, before who ever has the phone changes them on you, or worse.