It may seem obvious, but BIRDS FLY, so when you take your bird outside to show to your friends or give them some sunlight don't be too surprised if they suddenly take to flight, ALWAYS use a cage or a harness. When your doors are open lock your bird away in its cage, too many birds are lost this way, it happens quickly and is not worth the risk.
HELPFUL HINTS IF YOU LOSE YOUR BIRD
Ring - in and around your area
RSPCA
Veterinary Practices
Police
Pet shops
John Hayward. (UK) National theft control (and losses but cant do anything if bird is not micro chipped)
WORD TRAVELS!
ADVERTS in local papers
Your bird may stay in or fly out of the area (BIRDS FLY), the best times of day to look on foot are early morning and early evening.
When you find your bird, try and get strangers to leave you alone, your bird will be distressed, hungry, weak and scared; strangers shouting and gathering around (who will always know “the best way”) will frighten your bird more and may cause it to fly off again.
Try getting someone that the bird knows and loves to try coaxing it down, through talking, favourite treats or something familiar i.e. the cage it would normally live in with food and water in it. Another way is if you know someone with the same species the bird may come down to another (in a harness or cage, you don’t want to lose two!). Be careful the borrowed bird doesnt get cold as it is probably not acclimatised.
Dont give up hope - easier said than done, people regularly get their birds back, some fly into a persons garden and are taken in straightaway, there are a lot of honest people out there.
When you get him/her back take it straight to an avian veterinarian for a checkover and worming.
Make sure you invest in micro chipping!