Searching in finder

Hello there!

I have an issue which is really puzzling and bugging me.

I have always been a little suspicious towards the search function in OS X as I've had a feeling it sometimes didn't find everything I was searching for.
(Being an old windows user I was used to file searching however being slow, being very exact)

Now this concern has gone into something ridiculous. When I search for a file i KNOW is in a certain map it still can't find it. I have a lot of external hard drives which I tend to search a lot (I work with sound effects and love to just do a quick search in my external sample library) but now it can't find most of the files.

Is there something I have missed? An option or a setting? Are there any alternatives for searching files except the built in and spotlight?

I would be really thankful for any insights in this issue. I'm really going nuts browsing thousands of files manually.

Thanks!

I don't recall if this was available in 10.5, but in snow leopard:
when you type in your search in the finder window, then click the + tab (which will show up under the search once you start typing) you will get more specific search options.