This Instructable involves the use of FIRE, so be careful not to burn yourself. Use standard precautions. Don't try this on a gas meter or anything like that.
Channel Lock Pliers/ or that 5-sided wrench thing
Step 1: Find out where the water is frozen.
If the main Valve is ok, then go out to the meter and pull the lid off and inspect the meter
Step 2: Verify the Meter is Frozen & that the Water Company Didn't Shut off Your Water for Some Reason
Otherwise proceed to next step.