Consider keeping a survival kit in your car or bag. The kit should be wrapped in reusable adhesive tape and be packed as compactly as possible. Some items to include are water-proof matches, a small first-aid kit, a pocketknife, water purification tablets, a magnifying glass, fish hooks and line, a needle and thread, a compass, a flint and a space blanket.
While many people assume that water and food should be the first priority in a survival situation, shelter is far more important. Dying of exposure is eminently possible in nearly any environment. You can protect yourself by leaning a large, sturdy stick into a crook in a tree or between two rocks, forming a triangle with the ground as one side. Next, drape the space blanket over top of your main support branch and weigh down the corner with rocks. Alternatively, line a number of vertical struts against the hypotenuse branch of your shelter, then place a number of branches, with leaves or needles intact, perpendicular on top of the vertical struts.
Fire should also be a high priority. Build a fire with flint and the pocketknife by striking the steel against the flint and aiming the sparks at a loosely arranged pile of dry tinder. Once your tender flares up, be sure to have plenty of additional material on hand and avoid putting out the fire with too much material. A magnifying glass on a sunny day can accomplish much the same feat.
Knowing your edible plants, particularly in a desert environment, could lead you to hydrating plants with liquid stored in their system. Look for water in natural pockets formed by trees. To find a stream or spring, look for game trails and other indications of animal movements. Streams will typically be found in the lowest points possible, meaning that travel downhill is a good way to start your search for water.