We would have no way of searching for your phone. And that info going around the net that it could be done via IMEI is so not true.
If you had software installed on the phone that can track it, before it went missing, then you could track the device. If not, then you would need to contact your service provider/carrier and see if they have the ability to track it. But if they can or can't, then can kill the service on it so that someone doesn't run up your bill.
You may also want to change all the passwords and log in information for anything you used to access through the phone.