There are some steps that you can take with the process of trying to find a lost or stolen phone.
First you want to file a police report and it can come in handy with this process as it may be needed by your cell phone provider or an insurance company.
Next you should contact your cell phone provider an notify them of the lost or stolen phone so that no new charges will be applied to your account. Plus they can advise or help you with locating the phone.
You can register your phones imei and sim card numbers with on online site called 3gadget.com in the off chance it comes across it's data base they can notify you.