Assuming you only have one interface, that is.
Windows 9x has the winipcfg command which gives plenty of information about various configured interfaces. In a nice GUI no less! Windows NT or 2000 users can find the information from the "network" section of the control panel. The path is:
TCP/IP Protocol ->Properties->IP Address
(It's been pointed out to me that this doesn't work if you have a DHCP assigned IP address. If you're using DHCP, use the ipconfig /all method as described above)
If you're more adventurous, pop up a command prompt and type 'route print' and look in the column labelled 'interface' for the most common address.
Any UNIX system will give you information on IP addresses with this command: