I'm female so there are security reasons other than getting lost or a building collapse that I always want a whistle with me. I actually wear it on a breakaway lanyard around my neck with the Photon Rex light. I picked that light as it's rechargeable and I actually use the thing frequently, which saves on the button batts. The Photon Rex and the Photon Freedom both have signaling capabilities. You can't beat the whistle that Doug designed and is sold with his kits and separately through Adventure Medical Kits. I have that whistle on my key ring, lanyard and in my PSK.

http://www.adventuremedicalkits.com/product.php?product=142&catname=Essentials&prodname=Rescue%20Howler™%20Whistle,%20Bonus%20Two%20Pack

From watching the news coverage after the Haiti disaster, it sure seemed to me that if a person had a whistle and maybe a signaling light that could have possibly made a difference. I'm retired so it's a little easier to decide what to wear and how much to carry. However, if it's not with you --it's not going to help you either. There are some great threads here on PSK's as well as reviews on the main page of the website.