I feel your pain!

Funny thing is, I usually can find the screw if I HEARD where it went. Failing that, I start "sweeping" the area with a magnet.
I've had mixed luck with magnetic tips, and better luck using a nut driver instead of a screwdriver (where I can).

I don't know why they call 'em 'magnetic' ballasts...they don't stick to nuthin! :-)