In Luxembourg the best way to find accommodation is still via the real estate and relocation agencies. They have a long list of rental properties, they can offer a personalised service guiding you in your search. In this section is a list of the main agencies in Luxembourg.
There exist numerous websites specialising in flat sharing in Luxembourg. Here you will find not only the ads of those who are looking for a flat share but also offers of rooms, studios or even flats or houses to share. These sites also allow you to get in contact with people who have the same requirements and expectations as you in terms of accommodation. Here are some useful websites. Facebook is also a good way to find an accomodation (you can google search the following groups: Roommate Luxembourg, Luxembourg and Colocation Colocation Luxembourg / Lëtzebuerg WG).
Even if it seems a bit old school to scour the small ads in the newspapers, they are still a great way to quickly find a flat share. So take a look at the Wort or L’Essentiel, which regularly publish housing small ads.