If you are lost in the wilderness and can not find your way out, then signalling for help is the main objective, apart from staying alive. This short list if tips can help you come up with ways to get help as soon as possible, without wasting time, energy, and resources, on useless attempts.
Smoke and Fire - Smoke is typically the best way to get attention from a distance. It travels far and is very noticeable. Setting up a triangle of fire pits is a clear indication that help is needed, keep each pit about 50 feet apart so it is clearly distinguished as 3 separate fires by high altitude aircraft. Use any objects or material that burn thick, unclear smoke. Rubber, wet logs, synthetic materials, and green vegetation are a few examples. Save those resources for day time use and make a normal fire at night time. Smoke signals won't be effective in the dark.
Bright, Large Objects - If you have some bright colored material, set it up. Put it in an open area and try to stand it up and reveal as much surface area as possible. A bright colored jacket on the tip of a stick planted in the ground is a clear distress signal. Maybe an old tarp or some long socks can be flown like a flag or spread across a patch of land to create an unusual design. Anything that would be easily noticed from a distance. You can even try writing letters with some objects, like large rocks.
Noise - Yelling won't do much help, it will usually just waste energy and time. A signal whistle is very effective and the noise travels much further than most people expect. Firecrackers or explosive materials are loud, but what are the odds you have some on you? If you have a gun, 3 shots indicate distress. Wait a minute or two and repeat 3 shots again. Keep going till you get rescued or run out of bullets.
Mirrors and Light - A signal mirror aims an intense concentrated glare from many miles away. If you see boaters or travelers in the distance and you have a mirror or reflective surface, aim and fire. Try to move the glare over the target repeatedly untill they eventually notice. If you have a flashlight, in the night time, aim the light in the sky from high ground and turn it on and off 3 times then wait 10 seconds and repeat.
Flare - If you are prepared, like you should be, you might have a flare you can use. Remember to always aim the flare ahead of the target where they could best see it. Not at or behind the target.
Cell Phone - I'm sure you would have already thought about this, but I just want to point out that even if it appears you do not have service, dialing 911 can still get through, and if it does for even a split second it may be enough time for them to track and locate you.