First things first, try calling it from another phone and see if you can hear it ring, or vibrate. If you're sure it's nowhere to be found, you can try locating it by way of the Android Device Manager as long as your phone is running 2.2 or higher.
If you're running 2.0 or 2.1 you can also try an app like Plan B, which you can download to your phone after it's lost.
Of course data has to be enabled on both the phone and the account for most lost device apps to work optimally. If the device is able to connect to a recognized Wi-Fi network then it may work without data being enabled, but if the device is unable to make an Internet connection, then the app won't work.