For those that can't afford the wonderful satelite comunications gadgets...
I recently found my grand father's emergency kit from back when he used to go hunting. Inside the kit, he had a tracer round for his rifle, I believe these are not legal any more, but, good way to get athorities to come looking for you if you shoot it off in line of sight of approaching aircraft.
The Ham tests are much easier now-a-days, and you can buy radios without a license, at a lot of truck stops (up to you to figure out which of the 400+ channels you need to try).
Another thing that can save your life is a plain old CD... Use it as a mirror to flash sunlight at approaching aircraft.
A fantastic life saver is mounted on your tailgate... If you are really really stranded, maybe even injured... take the spare off, let the air out, try to break the tire away from the bead, apply a flammable liquid, and light it on fire. It will burn for many hours, and it will give off a thick black smoke that can be seen from a long distance (note: don't light it at night, the fire won't be as visible as the smoke).
A lot of the areas I frequent have no cell signal, if I get lucky, I might be able to send a text with one bar of service, or just a 1X signal.
When wheeling alone, tell a friend. family member, or co-worker where you are going, and when you expect to be back, and if you haven't checked in with them by that time, they should be instructed to try to get help headed your way (vitally important during weather extremes).
Always carry either weather proof matches in a sealed container (weatherproofing does wear off from time to time) or one of those magnesium fire starter blocks with a flint strip on the side in case your excursion turns into an unplanned over-night or longer affair. The ability to start a fire might save your life in more than one way.
I like to have a spray can of flamable liquid with me, WD40, Starting fluid, or other (those two are good for getting a water logged carburated engines with a distributor cap started).
I also keep a pair of gloves in the jeep to protect hands from the cold, as well as from slivers if I have to resort to using tree limbs to dig myself out or for a fire.
An emergency blanket which folds up to the size of a small paperback book is another vital thing to have in the winter. if you get wet, you could die in 40 degree weather after too much exposure and hypothermia sets in. wrap yourself up in the emergency blanket. (also handy to have if you come across someone who is in shock from an accident).
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