I had a similar situation not long ago.
Indoor cat with no microchip or collar went missing, we pasted neighborhood with missing cat flyers, visited all the shelters, etc.
Three agonizing and painful days later we got a call from a neighbor that our cat was up in their tree. Poor thing spent three days up there right before Christmas in horrible weather. I had to aid climb up the ice-covered tree to get her down.
So, my recommendations:
-Make a good flyer with pictures
-Cover your neighborhood in flyers
-Walk around your neighborhood frequently looking for him
-LOOK UP IN TREES!
-Talk to your neighbors in person about the cat
-visit the local shelters and look for your cat
-give them a copy of the flyer
-look on Craigslist lost/found
-Put something that smells like you (dirty shirt) outside
-Provide some kind of shelter outside your house if you don't have a porch or something
-don't give up.
Good luck!
p.s. When you get your cat back, make sure you microchip it and consider keeping a collar with identifying tags on it. It is very inexpensive and obviously "indoor-only" cats can get out occasionally and when they do, are more likely to get lost.