I carry a Photon Freedom, but I wish it had a button that blocked accidentally turning it on. It is perfect for EDC except that it gets turned on in the pocket and at times is not available when you need it.
I also have the Fenix, but it is more difficult to use with one hand. The twist on lights are more durable and do not turn on in your pocket, but they are bigger.
Lately I have been carrying a Blocklite:
Blocklite .It also has a problem with turning on in the pocket, and coming off of the battery.
My primary EDC knife is a SAK Ranger. I like having the wood saw and the metal file/saw. The metal working ability has proved useful at times. The Leatherman Squirt is another good option.
In a bag, I carry either an emergency blanket or a sol-nylon poncho. It also has some basic first aid trauma items, just focused on life saving, not cuts and scrapes.
I always have a water bottle, wither a Nalgene or a purchased bottle of water, and a method of purifying. I like this one because of the form factor:
Aqua Pouch Plus I also carry cordage. I usually have some 550 cord and some kevlar or Technora cord. The 550 is more for the small tying jobs, the kevlar for when you need more strength.
I also carry a Gore-tex jacket and pants. This provides shelter to preserve the body temperature and to stay dry. I have some by Marmot that pack very small and are very light, but they are not cheap.
When weather is cold, I carry some Smartwool light weight long underwear. Again, very light and packs very small and has been a life saver for me in some really bad weather. It is amazing how warm it is in spite of how light it is.
I also have some down outer layers from Montbell. In keeping with the theme, they are very light and pack small. I have worn them with a waterproof layer in near zero temperatures and was comfortable.
Gloves and a hat top off the winter EDC gear. Wind proof and water resistant are helpful.
I do generally have a PSK in a pocket as well, in addition to what I have already listed.
I do not keep all of this packed up, just in case. These are things I use on a regular basis, even the cordage.