Find

The find command makes searching easy, as long as you don't mind using a command line. You will probably want to run your search as root so you can look in system folders and those belonging to other users and groups you aren't a member of. The search for a file by name, the syntax is as follows:

$ find /location -name filename

So if I wanted to search for every file ending in .doc on my computer, I would issue the following command:

$ sudo find / -name *.doc

A handy guide for the linux find command is available here.