Put a lost pet sign up in your front yard in case someone finds it and drives through the neighborhood to locate its home. (A simple sign works best - large clear photo, word “Lost” and phone number on bright paper).
Thoroughly check inside your home, especially if this is a new/shy/scared pet. A pet needs to be kept inside minimum 30 days to know where “home” now is (and with all the predators around - people, cars, coyotes, snakes, hawks, etc. it is suggested you keep your pets inside all the time - outside only when you are with them.)
Follow your pet’s usual routine, as strange as this sounds. Put your shoes and worn clothes outside where the dog went missing from and at home since dogs can smell their humans' scent up to 11 miles away. Spread some of owner’s urine around the yard. Check with neighbors with photos of your dog as sometimes they accidentally get shut in garages or sheds. Put up flyers. Ask your mail carrier if your pet has been spotted. Post to the app Nextdoor and on the various Facebook groups for your area.
Walk the neighborhood (vs. drive - your pet may hear you and run to the road but you will already be gone and your pet could get hit). Do you have another dog it is buddies with? Take that dog with you (on a leash/harness!) as you walk around. Keep checking those areas. If you see your dog, do not chase but sit and remove any hat and sunglasses. Your dog needs to see your face. Crazy as it sounds - Do Not Call Your Dog! (check this page out for further clarification - https://www.missinganimalresponse.com/dont-call-dog/)
Is there some routine you two follow outside? If so, be sure to follow that routine.
Check the lost and found section in local and nearby towns’ newspapers. Lost pets can travel some distance (either on their own, by hitchhiking on a vehicle, or by being rescued and then lost again in a new location) and may be farther away from home than you think.
SHELTER (a must go to resource!): Personally check your local shelter(s) every couple days instead of calling. Animals are brought in constantly. Stray animals are available for adoption after a short time. Plus you know your pet best! They often look/act differently in a shelter environment. And some shelters do euthanize as needed for space. Checking local shelters in person every couple days is a vital step!
STOLEN: Check https://petfbi.org/how-to-protect-your-pet/stolen-pets/ for tips. Includes filing a police report, contacting your local media (TV stations, newspapers) and checking Craig’s List where your pet may be posted for sale. Check any nearby security camera footage.