You will want to search the neighborhood by walking and or driving. If you have other family members, friends, and neighbors that can aid in the search the more eyes the better. Ask neighbors and letter carriers if they have seen your pet. You will want to check through the neighborhood several times a day. If you think your pet may have been stole call the police.
Call all animal shelters, pounds, and animal control agencies in your area first next call places increasingly farther from where your pet went missing. Some pets can travel far and quite quickly. Good samaritans may also unintentionally remove your pet from the area. These folks may take your pet to their home which may not be in your area. Many times if they are unable to keep the pet until the owner can be located they will take it to a no-kill shelter which may happen to be far away from your area. These are some of the reasons why you will want to contact shelters and animal control agencies no matter how far away they may be.
The next step is to make and pass out fliers. Make sure you use is clear and up-to-date photo. Include all the important information on your pet such as breed of animal, color, sex, etc. Place them around the neighborhood especially the main streets, veterinarian offices, pet stores, grocery stores, community centers, and traffic intersections. Also place advertisements in newspapers and radio stations.
Set up your bird's cage near where he flew away from, if you can see where your bird is place his cage near by. Many time the bird will fly back to his cage, as he knows it is a place of safety.
Try placing tasty treats in and around the cage to help lure him back. If your bird has a favorite toy try also to use that as a lure. Call to your bird repeat familiar words, phrases, or sounds to entice him back.
Remember the old adage an ounce of prevention is worth a pound of cure. Keep your bird's wings clipped and check often to make sure that they don't need to be re-trimmed. Make sure all windows and doors are closed before letting your bird out of his cage an if you live with someone else inform them that the bird is coming out of his cage.