Call Animal / Dog Control. Put in a lost report with them first. If your dog is impounded, they've got your contact information. Some Animal Control offices will give your number to the person who calls in that they've found your pet, rather than impound it.
Call your local SPCA or Humane Society.
Place an ad in the Lost and Found section of your local radio stations and newspapers.
Make posters including pictures of your pet (if available) and hang them in areas close to the location the pet went missing and usual walk routes, then branch off from there.
If your pet is microchipped, contact the microchip company the chip is registered through.
Contact all the veterinary clinics. MANY people will call their vet with the description of the found animal, or even take it in to them.
Finally, be courteous. Once your pet has been found, contact all these people again, to let them know. Many of these groups keep a listing of Lost and Found pets. Without a call back, they won't know your pet is home.