What room did he escape in? I would check that room really good, and then any room with direct acess to that one. They usually don't start off going very far. Good luck! Don't forget to check under, on top of, and in things (like drawers). It's amazing all the places they can be. Hope you find him soon.
-You can search all day for something and never find it, only to see it in the most obvious of places after you've stopped looking.-