As one of the above posters said, don't just confine yourself to just looking under things. Many of them like to climb, and we've had members lose their beardies and find them asleep on top of drapery rods, hanging on window screens, sleeping on top of bookshelves, and inside potted real and artificial plants!
If you have any power strips behind appliances or furniture in your home, make sure to check there, as the heat from power strips tends to attract them. Also, look carefully at any place near your heater vents, which would be warmer than the rest of your house. Clean or dirty laundry also seems to attract them as they like to burrow under things like that to sleep. And if they can fit under any closet doors, make sure to check inside any shoes or slippers in the bottom of the closet.
Also, if you don't find him in a few days, don't give up too quickly. One of our members lost his beardie, and they found him 3 months later, happily brumating under a floorboard behind the kitchen stove, a little skinny and and a bit dehydrated, but none the worse for wear....
Its really amazing how long they can survive without food or water if they go into brumation, and it is the right time of year for it, so don't give up too quickly. Sooner or later he'll probably turn up!