If your horse isn't dead, it should show up next time you fast travel. Personally, I don't use fast travel (started out as an RP choice, but since 1.4 I've been playing with a bug that makes fast travel an absolute no), so I have to accept that losing my horse may be a consequence of dismounting to fight. I either outrun my attackers, or, if I can see enemies in the distance, I'll dismount early and walk to the confrontation on foot.
There's no way I know of in the vanilla game to locate your horse besides wandering around and looking.
Even with spoilers from the guide there have been dungeons I had to abandon since I was not of a high enough level to get through them. BTW, you wouldn't happen to know how to get a dog would you? I had played Fable and loved having a dog, it was like you were never alone. I know they can be companions in this game but no amount of barking with one has gotten me a faithful dog.
You can buy a dog at Markarth stables, find Meeko in the swamps, or find Stray Dog somewhere in Skyrim (random locations).