Most commonly, your snake will be within 5ft of his cage. Start at the cage and move outwards into the room. Search EVERYTHING. Don't miss anything, even if you're SURE there is no way he could fit in it. Trust me, they can get into smaller spaces than you think!
Be careful and slow and make sure you don't miss any spot. The snake is most likely not going to move around in a brightly lit room so have the lights on and don't panic. If you're slow and careful, you WILL find him. Unless there is an obvious way out of the house/room (cage is close to a door, for example) he is in the room you're in.
I lost a baby carpet python about 2 months ago. She managed to push the plexiglass door of the cage enough to slide out (since fixed, mind you. Silly snakes!). We started searching by the cage and found her about 5ft from the cage, inside a box that I never would have thought she could get to, curled up in a ball in the corner of the box.
Good luck, don't panic and let us know when you find her!