I flew US last week, and they lost my bag. I still have not received it. They told me it would be delivered to my home. At this point I just want my belongings back.

My question - How should I have handled this matter when I found out my baggage was missing? What should I have asked for in compensation, and how? I ended up having to buy new toiletries and clothing for my overnight stay. Should US have paid for these? I have no status (yet) on US, so I figured they wouldn't give me the time of day.

I guess my bottom line question is: How do I ask for what I should have received in compensation for their mistake?