There are a few additions I'd make to the comments above.
Keep a good first aid kit with you at all times. It need not be large or bulky; I have two. One fits in an altoids tin, and the other (which includes an ace bandage against sprains) fits in a $4 camera case that slips over my belt. Both include things like Neosporin, band-aids, alcohol pads, tweezers and needle (for splinters), moleskin, and sun-block (I squeeze it into a hotel-shampoo bottle, and I have a similar small bottle of hand sanitizer). In the small one I taped a needle to a dental-floss lid and stuck a small safety pin inside the container as well. I also have an inexpensive LED push-button flashlight in the small one.
Never go anywhere without a knife. If you can, try to take a multi-tool; Leatherman tools, which are wonderful, can be had inexpensively by buying them from NTSA salvage sales -- there are dealers at the oddest places, like gem and mineral shows, county fairs, or even on E-bay. A Ka-bar knife is not necessary; a pocketknife (with a blade that locks, please, lest you pinch/cut your fingers) can be as small as 1 1/4'' inches and still be extremely useful.
Wear sturdy shoes (support and protection for your feet is way more important than looks).
There is a wonderful website for outdoor gear at
www.equipped.com.
Finally, if you're carrying a weapon, that's fine. Be absolutely certain you're not only trained in how to use it but confident that you can and will use it without hesitating should the need arise. Otherwise it can be taken from you and used against you. People who will commit burglary and/or assault will NOT hesitate. You must understand that, and be prepared to act. I would recommend that if you can do so you should take a basic self-defense course (no, you don't have to be a black belt. Yes, you do have to understand the importance of your mindset in defending yourself)!