I am with Izzy here. Build your own stuff. You can always add to it. Keep it simple; things you wear, things in a pocket, things you'll carry.
What you would wear; multitool (my preference), or a SAK or pocketknife, some sort of light, a way to make fire, some cordage. Things in my pocket; basic survival kit, either look at QUALITY ones, and build something around that, or buy a decent one (suggestions have already been made). I hybrid here; I bought one of Dougs PSKs, and built on that. I no longer have the plastic case it came in; I have a waterproof hardshell plastic case its all in now. This slips into a pocket, and can be carried hiking, kayaking, whatever. I also have a survival necklace, which is about 10' of paracord, with a metal matchcase w/compass on it with storm matches from REI, a ferro rod, a fox40 whistle, and, soon, one of Dougs new little knives. Additionally, I made a little paracord bracelet, which is about another 15' or so.
With these two alone, I have enough to build a shelter, and get a fire going. That would get me through the night.
Additionally, when I carry a daypack, I have a canteen w/metal cup, more paracord, a heatsheet, some Clif bars, my mora knife with firesteel, first aid kit, orienteering compass, another flashlight, 2 large leaf bags, 2 1 gallon ziploc bags, a folding saw, and some gloves (I have pics of my gear in the photo gallery).
This is enough to make a day or two out tolerable, if not comfortable. I have mixed & matched gear over the years, and kept what I liked.
Also, if that werent enough, I have an alcohol stove, tarp tent, wool blanket, and additional food in my jeep. Winter I add an avalanche shovel and a warm sleeping bag.
There's 3 things I would consider priority, and am redundant with; cordage (carrying is FAR easier than making), firemaking material (I have lighters, firesteel, and matches, usually 3 ways to start one on me at most times), and a compass (on planned hikes, I have at LEAST 2, one being my old military one).
Oh, and I guess a knife. I cannot readily fashion one of those in the wild. Yet .
The important thing is to think in layers; wear what you'd need for one night; put in your pockets something for a couple of days, carry for a week.