When using a Raspberry Pi in your network it is very convenient to let it use DHCP to assign IP addresses, Setting up with fixed IP can be a pain to configure and be sure to use an address out of the IP range used by your DHCP router!
Nearly all DHCP servers try to assign the same IP address to a network device, by remembering its Mac address. And since Bonjour is running on current Raspbians, you can access the RPi with <RPI name>.local
But when you run headless, and have no clue, easy to use tools are available:
On an Raspberry/Linux machine use nmap.
$ sudo apt-get install nmap
Scan your network
sudo nmap -sP 192.168.0.0/24
On a Windows system: Install Advanced IP Scanner, startup and press the scan button
On Android install from the Playstore ezNEtscan and press the Scan button.
Edit May 17 2016: Official support now: https://www.arduino.cc/en/Main/Software , still marked experimental Edit ...
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