I personally find there's a limit to what I am willing to carry on a key chain. Right now I have a Fox 40 whistle, a neck lanyard (that came with the Fox 40, chain-stitched to shorten it), a SAK Classic, a Photon Micro-light, and a key blank with 4 lighter flints Krazy-glued to it and sealed with heat-shrink tubing (I found out the hard way that the heat-shrink tubing really is necessary). Oh, yeah, and keys. <img src="images/graemlins/smile.gif" alt="" />
Even that is cumbersome to the point that I find I sometimes "forget" to put the keychain back in my pocket after using it - I'm likely to just toss it on the kitchen table. In fact, even as I type I realise my keys are not in my pocket. <img src="images/graemlins/blush.gif" alt="" />
I just replaced the Fox 40 - just now - with a no-name green metallic whistle that I bought on a whim in a local camping store. Its advantage is that it has a - *gasp* - SECRET COMPARTMENT! Shades of Captain Midnight! You can't put much in it - it's about 1/3" in diameter and maybe an inch deep, but it is watertight and will hold a couple of dry cotton balls. (I haven't tried putting a dab of vaseline in there with them.)
I'm not as paranoid (or perhaps just not as realistic <img src="images/graemlins/smile.gif" alt="" /> ) as other posters on this site - I don't own a gun, don't intend to buy one, and when I leave the house in the morning, I don't consciously worry that I might not get home for several months. (The worst that's ever happened to me was having to spend the night in a hotel due to a whiteout/blizzard that made it virtually impossible even to see the exit ramps on the highway.)
One thing to remember about a "key fob survival kit" is that it's a fat lot of good if it's still in the ignition and you're standing 50 feet away watching your car burn to a shell - or sink in 15 feet of ice water, which is a real possibility in winter up here. (I once hit a patch of black ice, doing 50 mph in Nova Scotia, at night, with oncoming traffic on one side and a sheer cliff on the other. People pay money for rides like that. <img src="images/graemlins/shocked.gif" alt="" /> )
I spent the night in the first hotel I came to that night, too. <img src="images/graemlins/crazy.gif" alt="" />
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"The mind is not a vessel to be filled but a fire to be kindled."
-Plutarch