I keep a small Altoids tin PSK in my hiking shorts pocket at all times. And a Nalgene bottle bigger kit in my daypack/backpack.

Here's what I have in that Nalgene kit:

32oz smoke colored Nalgene bottle
Fitted metal cup nestled on end of bottle
Neoprene sleeve to hold cup to bottle, has attachment loops and drawstring
Aluminum foil, heavy duty
Aquarium airline tubing (for water seeps)
Bandaids, medium
BIC butane lighter
Can opener, P38
Candle, large (5/8" x 5")
Candles, trick birthday (can't blow 'm out type)
CMG Infinity LED light, red, 3rd generation (?), (but not the Ultra)
Compass, Silva inexpensive baseplate model
Cotton balls with vasoline, inside sealed plastic drinking straws
Dental floss, on sewing machine bobbin
Duct tape
Emergency info card (address, meds, allergies, relatives, etc.)
Firesteel, large, Swedish Army model
Hacksaw blade, 3", for use with firesteel
Fish hooks, sinkers, swivels, fishing line
Fresnal lens, in protective sleeve
Kite line, braided, 50# test, on sewing bobbin
Knife, 3-1/2" Coldsteel folder
Knife, 1-1/2" folder
Matches, wooden kitchen, in waterproof case
Needle, heavy duty, with thread
Waterproof paper
Paracord (550), bright orange, 25 feet
Pencil
Pencil sharpener (to shave twigs into tinder)
Ranger bands (made from bike innertube), qty 10
Safety pins, large
Starflash signal mirror, 2"x3", in protective sleeve
Sugar candy, 4 pieces
Water purification straw (good for 20 gallons)
Water purification tablets, iodine, unopened bottle
Whistle, Fox40
Wire saw, heavy duty
Wire, solid, 24 gauge, on sewing bobbin