How do I change my password?
I have a Stack Exchange account but can't seem to find the option to change my password.
I'm assuming "I have a Stack Exchange account" means you have a Stack Exchange ID.
On your user page, click "Edit Profile & Settings", then "My Logins" (or, just "my logins" if the site still hasn't got the new profile page), then you should see a change password link next to your Stack Exchange login:
Alternately, go to https://openid.stackexchange.com/ and login. At the top you'll see a "change password" tab:
If your OpenID provider is somewhere else then as ChrisF commented, the process varies
The "my logins" link can be found here:
After clicking it follow Michaels answer.