It also helps to place the label on the side of the tire even with the valve stem. This gives you an idea of where the puncture occurred and saves you a bit of time in trying to track down the problem.

I would also suggest you run your finger in both directions when trying to see if something is stuck in the tire itself. I recently had a flat, ran my fingers in one direction, patched the tire and soon discovered the tire was losing air again. When I ran my fingers in the opposite direction I discovered two very thin pieces of wire had punctured my tire and were basically laying flat against the inside wall. When I ran my finger over them in one direction I could not feel them but when I reversed the direction they also stuck me.

Hope this helps.