I find it practical to carry a key-ring kit. At minimum, an LED torch (eg Photon 3), a whistle (eg Fox 40), and a small swiss army knife (eg a Vic Rambler). Add a spy-capsule with tinder and either a min-Bic lighter (or any lighter which makes a spark) or a flint rod. A small compass is good too. And some parachord plaited into a key-fob.

I also carry a wallet with money and some "flat" things: a mirror, a Space Pen refill and some water proof paper, a fresnel lens.

I have a watch and a mobile phone. Since I am carrying them anyway, it makes sense to select them with an eye for survival.

Use a waist pack or a back pack if you think you might need more gear. Anything big enough to carry water and a spare water-proof fleece will have room for a PSK.