No signal on Western blot, what to do next?

Western blot, one of most commonly used laboratory techniques for protein work, is quite complex and many factors can influence its outcome. In case of problems with the detection of a target protein, the following can be done:
Use a cellular fraction/organ in which the protein of interest is expressed. Many antibodies to proteins of low expression are not going to detect a signal in a total cell extract. 
Make sure that proper protein transfer conditions are applied, especially in case of protein of low molecular weight, there is a risk, that a protein is blasted through a memrbane during protein transfer, which results in no band on a blot. 
Increase the protein load to 20-50 ug/well
Blocking: 5-10 % non-fat milk 1h/RT or ON/4°C
Affinity purified primary antibody may produce a signal not obtained in case of serum or total IgG fraction. 
Recommended primary antibody starting dilution:
1: 500-1:1000/ON/4°C incubation
If a target is of low expression, the most sensitive detection methods should be applied: Chemiluminescence (ECL) or fluorescence is preferred over chromogenic detection (ALP-conjugated secondary antibodies)
Overexpose, to make sure that the band of interest does not require longer time to become visualized, and adjust your protocol accordingly.