1) Go to your Animal Control Shelter (see Animal Control section for your city/town). 2) File a lost report with the local shelters. Ask if they have any reports of Citizen's holding animals. It's not pleasant, but check the deceased lists too.
3) Check the newspaper! People who find cats/dogs can post ads for free.
4) Make a flyer with a picture and information, including contact phone. Post flyers at shelters, vets (with permission), feed stores (with permission) and around the area where the pet was lost.
5) Place an ad in the newspaper.
6) look at websites for lost pets including www.fidofinder.com and www.k9alert.com and www.Thepetrescue.com and www.lostandpound.com www.dogdetective.com - don't forget to post on these sites too.
7) Continue to ask friends and neighbors if they have seen your pet.
8) If your pet has a microchip, contact the company and let them know.
KEEP CHECKING THE SHELTERS! Just because your pet isn't there one day, doesn't mean it won't be there another. Check all the local shelters too. Remember: someone could find your pet in one city, take it home in another city (to find the owner), and it might escape and is therefore in a different shelter than where you expected.