How to track my stolen iPhone? (AT&T) and block the IMEI?

My iPhone was stolen at a party last night. I tried calling and tracking using iCloud, but the phone is either off or they took the sim card out. If they took the sim card out, I know there's no way to track it but is there a way I can block the IMEI so that it can't be used at all? If so how?

Do you have MobileMe or findmyiphone account? If so you can disable it, If not then I'm sorry.