"Comment vous appelez-vous ?"
This is the formal, polite way to ask.
Here's how to break it down:
* Comment: How
* vous: you (formal)
* appelez: call (present tense of appeler)
* vous: you (formal)
* ? Question mark
Informal version:
For someone you know well, you can use the informal "tu" instead of "vous":
"Comment t'appelles-tu ?"