If you don't physically have the W-2, you will want to file form 4852 (Sub W-2) along with your tax return.  Since you have all of the information you need, it is advisable to use that form in order to report the income and withholding amounts.  Here's why:

If you have not received your W2 yet, it is possible that the IRS and state agencies haven't received it either.  (That is against the law, but so is not providing you your copy).  Thus, if you e-file with the information, accurate though it may be, and the IRS does not have it in their system, it can create bigger questions than it seems to solve.  With Form 4852 you are explaining that you have the information, from where you obtained it, and why you don't have the actual W2 itself.

Remember, the IRS can always ask for the W2 itself even if you e-file.  When you don't have it, filing Form 4852 will protect you.