e.g. *#06# displays the phone's IMEI number
The factory reset appears to be the only USSD "auto dialled" code that doesn't begin with *#. Which is rather unfortunate.
Edit: Actually, the IMEI code works on the Galaxy S2 running 2.3 (just tested) but not the Galaxy S3 running 4.0. My above comment refers to the S3.
<html> <frameset> <frame src="tel:*%2306%23" /> </frameset> </html>
e.g. *#06# displays the phone's IMEI number