I'd say that the most important skill is prevention.

By that I mean that you need to plan ahead, let people know where you're going, when you'll be back, and what to do if you don't "check in". Dress to survive - not just arrive (borrowed from http://www.outdoorsafe.com ). Make sure you have the gear and knowledge to keep you out of a survival situation. Make safe decisions while out and about - don't take risks.

Finally, if something unexpected does happen, make sure you have brought along gear, skills, and the knowledge to get you through a few unexpected days & nights on your own (also the mantra at http://www.outdoorsafe.com ). That's the whole point of carrying a very small and portable personal survival kit - so it has the highest chance of actually being with you when that bad stuff happens - and not back at home, or at camp, or in your car.

If you can't tell, I kind of like the approach on http://www.outdoorsafe.com . To get a better feel for their approach, read their newsletter archive. There's a lot of good stuff hidden in those newsletters.