It's interesting how a lot of experts say that you should always stay put if you get lost or have a vehicle failure. Most of the time it's probably the best thing to do but in some specific situations I think it would be better to take the risk and try to find a way out on your own.

What a lot of people fail to consider is that staying put means your only hope is waiting for the rescue team, which may or may not arrive in time. It's difficult to find a lone person stranded in a remote area, especially if the weather is bad. Also, if the rescue team does not know exactly where to look for or if you happened to deviate from your planned route for some reason your chances become much slimmer. Then you need to take into account that you might not be able to survive more than a few nights out in a harsh environment if you lack proper gear. If you are in good shape and have the confidence in your skills it might be better to move on as long as there is a realistic hope of reaching safety and there is reason to believe that rescue won't come in time. If nothing else you might reach an area with more natural resources (water, firewood, shelter) that could provide sustenance for a few more days. Or perhaps just a highly visible landmark where your signals would be more likely to attract attention.