LIGHT: Countycomm LED button-cell keychain lights are well-made and cheap at $1.20 each. The DR-designed e-gear Pico flashlight, available lots of places for $10 or less, is much more rugged and worth the extra $$$ IMHO.
FIRE: A Mini-BIC disposable lighter costs around $1.00. Glue some gutted paracord to the sides and give it a few wraps of electrical tape to make a loop that will hang on your key-ring.
KNIFE: Victorinox Swiss Army Classic is sold at Radio Shack for $5.99, a heck of a deal. 2.25" blade, scissors, nail file with screwdriver tip, toothpick and tweezers in a small, thin package.
NAVIGATION:Compasses from smallest to largest: Silva Micro (discontinued, but still available on-line for around $6.00); Silva Carabiner ($4.99), Silva Companion ($5.99) and Silva Forecaster ($7.99, with thermometer).
BONUS ITEM: Silva Sportsman's Tool, $6.99, combines a compass, thermometer and signal whistle in one.
SIGNAL: Countycomm.com also sells a survival whistle for $1.20, or you can find the Fox 40 rescue whistle for around $5.00
CORDAGE: Videos abound on YouTube showing how to make various paracord lanyards.
PILL VIALS: You can get keychain pill vials from $1.50 and up, depending on size and style.