For Apple devices, you’ll be looking for Find My Phone. You can access this from the app on any other Apple device you own or alternatively you can find this service online. From there you will be able to see the location of your device, providing it’s switched on. If it’s off, or your battery has inconveniently died, you can at least see it’s last known location.
For Android devices, you can similarly use their app on an alternate device or find the service via your browser.
In the best-case scenario, your device will be at home – safe and sound. In the worst-case scenario, your device is not where it should be – move on to step two.