This was taken from the Boston Craigslist forums, however it is being cut/paste'd here for reference:
If you have the serial #, file a police report and register it stolen with the National Bike Registry (99 cents for 6 months)
If you have the serial #, register it here for free http://www.stolenbicycleregistry.com/
Sign up for an ebay account if you don't already have one, and then create a saved search on the brand name and model of the bike (Schwinn Hardrock for example) and have it email the results to you daily (it will email you any new items posted that match "Bike Brand/model"). That way you can keep an eye on ebay.
There are also several craigslist auto-search tools, one that I use is on www.4info.net, this is a mobile alerts site, if you sign up for an account you can create a phoenix craigslist alert and have it search on the brand name of the bike and send text messages to your phone when new items are posted on craigslist in the For Sale > Bikes category that match the bike name. Another one that runs on your desktop is called CLBuddy, google it if you're not interested in the text message alerts.
This way if someone tries to sell it on ebay or craigslist you can notify local authorities. If you do see the bike pop up, make sure you don't accuse the seller of stealing the bike, pretend you're an interested buyer, arrange a meeting place, and then get in touch with the police and let them know you may have found the person that stole the bike and ask them for assistance.
If you didn't write down the serial #, keep that in mind for future bikes.
The best way to prevent your bike from being stolen is to use a U Lock from OnGuard (you can get these as cheap as $20 on amazon) or Kryptonite.
See here for a u lock bike locking strategy: http://www.sheldonbrown.com/lock-strategy.html