You can find this by clicking on the Apple icon on top left corner of your screen. Make sure that you are currently connected to a network using the connection that you want to find the MAC address for. Select Network and choose either AirPort or Built-in Ethernet, depending on how you access your network. The connections are listed in the left frame.  For Ethernet, click Advanced and navigate to the Ethernet tab.  At the top you will see the Ethernet ID, which is your MAC address. For AirPort, click Advanced and navigate to the AirPort tab. There you will see the AirPort ID, which is your MAC address.

Summary:
Open System Preferences. Select your connection.