Call your local animal control officer (and ACO's in nearby towns/cities)- in Massachusetts, many ACO's work for the police department, but are a separate office in the department.
Call local police (and police in nearby towns).
Call friends for help-someone could hang posters and someone could make phone calls while you are out searching.
Call neighbors to learn whether they have seen your animal.
Make reward poster.
Hang in plastic sleeves (need sleeves, staple gun, push pins and staples).
Tape poster to search cars.
Get email, fax, phone, address to send out reward posters to veterinarians, animal shelters, ACO's, pet supply stores, groomers, trainers.
Next Steps
Organize a search party research and print out a topographical map of the search site for searchers.
Knock on doors and leave letters for neighbors outlining where people can look on their own property.
Register lost pet on websites (a huge job - recruit friends to help).
Set up live traps.
Check lost and found columns in newspapers.
Take out ads in body of newspapers (and in classified section).
Have media list available-contact newspapers, tv, radio stations - there might be a story in it for them, especially if it is a slow news day.