Losing a cell phone -- or worse, having it stolen -- is never a pleasant experience. If your cell phone employed GSM technology, which means it had a SIM card, getting your old number back is simple once you've purchased a new phone. Transfer your old number to a different SIM card on the same network over the phone or in-person at a retail store.
Purchase a new SIM card if you use someone else's old phone as a replacement and it doesn't have a SIM card installed. If it does, use that SIM card as long as it has your network's logo on it and the person no longer needs it. If you purchase a new phone, it comes with a SIM card installed.
Dial the carrier's customer service number -- this is listed in the materials that come with your SIM card, but the number is usually "611." Press "0" to speak with an operator, who reassigns the SIM card to your old phone number.
Bring your replacement phone and SIM card into one of your carrier's retail stores if you do not want to transfer the number over the phone. Inform the representative that your old phone was lost or stolen and you need to transfer your phone number to the SIM card installed in your replacement phone.