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.
Go to 'My logins' on your profile page; you can navigate directly to https://meta.stackexchange.com/users/mylogins/current or, if you're already on your user page, click "Edit Profile & Settings", then "My Logins". 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.
It's changed again in 2019. You now have to go to https://meta.stackexchange.com/ and click your profile pic at the top right and click "Edit profile and settings" tab
After that click "My logins" and from there you can change your password across all stack exchange websites. As of October 2019 this is the new and only way.
The 2011 and 2014 did not work for me. So latest from 2018 :)
This worked for me -
Login in any of your sites such as stackoverflow.com or meta.stackexchange.com or anysite linked to stackexchange.
Then change the browser url to https://stackexchange.com
Then click on your profile pic on the right hand side and then click my_logins. You will see the following screen -