I can see musical instruments being very good for morale during a bugging-in situation and for that any instrument you can play or wish to learn will be a good thing -- be it a piano, cello, guitar or a set of drums. An alto sax has a nice tone and I tend toward jazz... Good entertainment & just a good way to pass time and keep your mind occupied.

In a bugging-out situation, the instrument naturally needs to be portable and needs to take a subordinate role to other stuff that needs to be carried. A harmonica fills the role, as does the small soprano recorder (common flute) we played in the 4th grade. I have an alto recorder that I need to learn -- it's actually a nice instrument for which I have a lot of classical sheet music. A harmonica is even smaller and possibly easier to learn to a point; to become really good takes time and lots of it -- start now. $.02