When you lose your pet, you need to get the word out ASAP.  The first thing
to do is to place a lost pet alert with lostmydoggie.com.  You also need to
post flyers around the neighborhood.  Visit all the animal shelters in your
area every day.  And list your pet in the lost & found on the following
websites:

www.craigslist.com ["community/pets" and "community/lost-and-found"]
www.petfinder.com [classifieds]
www.pets911.com
www.lostpetsos.org
www.missingpet.net
www.petharbor.com
www.tabbytracker.com (for cats)
www.fidofinder.com (for dogs)

Be aware that someone may try to sell your pet, so also look in craigslist
(for your region) under "pets" for sale as well as checking your local paper.

Remember, too, that since most newspapers offer free "found" ads, someone
may have placed an ad in the classifieds that they found your pet, so be
sure to check that, as well.

There is also a very good article about how to find lost cats.  Just copy
and paste the following onto your browser:
http://www.blakjak.demon.co.uk/lost_ct1.htm