Well, I don't know what "They" say, But I tend to pretty much have those very things on me, most of the time.
For the light, I have a small rechargeable LED. It's about five inches long and one inch diameter. It says "Eagle Sunlight Turbo" on it.
It has a 2600 MAH lithium ion battery, and it's stupid bright. 300 lumens? not sure, but I think that's correct. It is supposed to have a four hour run time. I have ZipTied this thing to the barrel of my .30-30 before and I have shot and killed a raccoon at ~65 yards that way. I had no problem seeing the raccoon through the scope.
It absolutely hurts to be flashed in the eyes, and at night it's a weapon in it's own right.
For my Knife, I rotate between two, depending on the situation. I Do not use them for opening boxes or whatever. The reason for that is because I keep them shaving sharp and it's just too much work to keep that up if the knife is used to strip wire or cut cardboard.
The most common carried is a Kershaw "Needs Work". It's not very large, and doesn't look as much like a weapon as it does a tool. The cutting edge has no curve to it at all, and it stands a pretty good chance of being ignored. It's what I put in my pocket if I can't have a weapon. I have never been challenged on it, but I think most folks would just see it as a pocket knife...
Of course it does have the spring assisted open, and it's sharper than most straight razors. It will do the job if needed.
For more serious situations, I have a Columbia Knife and Tool M-16.
It's the "1*" version. (That's pronounced "One Ass To Risk").
This one is a big, mean looking knife with a tanto point and a big, wide offset bevel edge. The blade is made of thick sturdy metal and the pivot and lock is big and strong. I've never tried it, but I believe this thing is stout enough to stab it right into the hood of a car.
There's no mistaking what that blade is for, and shame on the mess if anybody makes me carve up their ham hocks with that thing.
My most common carry is a Kimber TLE2 in stainless.
It's a full size Government model 1911. I use a Blade Tech Kydex "In the pants" holster for CCW.
On other occasions, I have a Ruger Speed Six. It's a six-shot .357 revolver with a three inch barrel in stainless. I use it when my clothing doesn't allow a full size pistol.
On the beach, a fanny pack carries the Ruger nicely. It also serves as Truck Gun sometimes.
Obviously, I keep at least one reload for whatever I'm carrying. (Usually)
I'm not in the habit of being attacked, or stranded, or nuked, or whatever.
I also don't believe in Zombies. (Yet
)
But having a few basic supplies like the ones mentioned above assures me that in the event of any unpleasant situation from a flat tire in unknown territory on up will at least find me in a better-than-helpless condition.