I use a product called The Cat Locator for my animals (dogs included). It's a radio beacon (with an antenna woven into the collar) that sends out a ping every second. The range in the city on a halfway decent battery is one city block. Batteries last about one month. The housing on the collar is about as big as a stack of four quarters. It's a bit expensive but I never want to lose an animal again.
They also offer a variety of transmitters of different sizes and types, some of which are pretty small for small birds- in case you have a small dog or cat and want a smaller transmitter.
I was actually surprised that my cats were not bothered one bit by the size or the weight. You can get a pretty good idea of the size here: http://imgur.com/bdVrg8J
http://www.com-spec.com/thecatlocator/intro.htm