Once you realize your device is gone, you'll probably think about what sort of personal information is accessible via the device, what photos you had saved on it, and the cost of replacing it. If you've already attempted to recover the device with the Android Device Manager (or your friend's Android), then it's time to contact the police and your wireless provider to report the situation.
Your carrier may require a police report to prove that the device is actually missing. In addition to the make, model and visual appearance, the police and your carrier may request the International Mobile Station Equipment Identity (IMEI) to help identify the device. This is number is unique to your hardware, and may allow the carrier to discontinue service to it, or blacklist it from their network if it was stolen.
As a recent post on the Digital Inspiration blog points out, you can still find your IMEI without the phone in your hand. Here's how:
Start by logging into your Google Dashboard by heading to http://www.google.com/settings.
After you're signed in, click the arrow next to Android. You will see all devices that have been attached to your Google account. Find your current phone and copy the IMEI number.
Hopefully the combined effort of the police and your wireless carrier will help you retrieve your device.