Use the logout button at the top of the page?
Also, nominally belongs on 'Meta'.
Note that since this question was asked and answered, the site has changed multiple times. As of 2014-03-14, there is a logout link accessible from the black top bar; activate the 'Stack Exchange' drop down menu and the 'logout' link should be beside the entry for the site you're currently accessing (along with 'blog' and 'chat'). However, this question is a duplicate of another, and you should consult the other question for more information — or add comments to that question — rather than add to this one.
As of 2017-03-20, the 'logout' option is on the drop-down menu from the right-most icon on the menu bar:
There will be other changes in future; you will need to search for it.