Packing the Proper Gear
Pack as if preparing for an extended foray in the wilderness, even if you're just spending a few hours on a well-used trail. You'll feel a lot less ridiculous toting extra water, first-aid kits, emergency flares and other survival essentials when you consider how quickly weather can turn bad and trail conditions can deteriorate.
Knowing Where You Are
Alongside your fancy GPS and your mapping-software-equipped cellular telephone, bring along a map and a compass. Ideally, choose a large-scale USGS topographic map so you have a detailed depiction of the landscape you'll be traversing. A compass can orient you where computer technology falters, and the map can point you to water sources, high points where satellite reception is stronger (and emergency signaling is more effective), and can identify roads, buildings and other shelter.
Keep matches and a lighter in a waterproof location in your pack for all trips. The ability to quickly make a fire quickly becomes a top priority in a survival situation. Seek out natural tinder like moss, grass, conifer needles and bark--or use paper, cloth or any other flammable items you can spare. Building a small fire can help keep you warm at night and can also function as a signal so others can find you if you're lost.
You should generally stay put if you become lost in the wilderness, especially if you've taken the critical precaution of informing others of your planned whereabouts. Remaining in one place--as long as it's not immediately dangerous--gives your potential rescuers a much better chance of locating you. If you do need to move, following a stream is generally a good bet for navigating yourself to a more populated area.
Protect yourself against weather with improvised shelters, which can range from poncho tents to tree-branch lean-tos. Even something as basic as a natural overhang can keep you dry during rain or snow.
Water is more important than food in survival situations, as you can survive far longer without food than water. If you have water purification tools in your pack, use them; otherwise, boil water if possible to avoid the chance of debilitating infection. In water-stressed environments like deserts, look for puddles in rock depressions or natural springs (often evidenced by a comparative lushness of vegetation).
Whenever possible, don't travel in the wilderness alone. You have a much better chance of avoiding injury, disorientation and other trouble in a group setting. Whether with others or by yourself, you should set an itinerary and share your route plans with friends and family before you leave.