I always carry my cell phone, the Casio G'z One, which has a built in flashlight and electronic compass. I also have a back-up light on my keychain. I carry a CRKT folding blade knife, and a lighter as well.
It's a pretty simple recipe, but it gives me a fire source, communications, navigation and two electronic light sources. The lighter serves as a back-up light source. Plus, I can use the keys as saws, the key rings for trap parts and the bottle opener for a much-needed refreshment.