first off get posters up quickly in the area the dog was lost in. anything will do initially you can put a better one up later but get something up.
Speak to people who are in the area a lot. postmen, park rangers, taxi drivers, police... anyone who may see your dog. In particular speak to other dog walkers as they will already probably be sympathetic.
contact your local police, vets and animal control. Often, from my experiences anyhow, the police wont treat is as seriously as you do so you may need to badger them a bit. Ask at local rescues.
put more posters up.
contact organisations like dog lost it will increase the number of people looking for your dog.
ensure your dog can be identified. by law you should have your contact details on your dogs ID tag but also seriously consider chipping or tatooing. Have recent pictures of your dog.
I am sure those from dog lost will be able to add more but this is my initial brain dump.