OK, I can think of two scenarios here:
Firstly, Society still exists but I can't be a part of it for whatever reason, say, my face on wanted posters everywhere. I would want to stay light so I can always move, change locations - even if I got away from the wanted posters, I would still eventually be moved on from everywhere I settled, so I would lead a nomadic life. Shelter would be a tarp and hammock and 4 eason sleeping bag (i could cut wood to create shelter, but this will save time and give me more time to dedicate to collecting food). Obvoiusly I couldn't carry even a months worth of food properly without a couple of ponies (now theres an idea

) so I would like a book full of diagrams of traps and where to use them, a continent specific food for free type book, one pot, one knife and one spoon. To help me collect wood I would need to craft other thinks I would need, I'll take my beloved GB-SFA, and I'll like a crook knife too. A comfortable bag which can fit those things and a change of clothes and a set of waterproofs, with room to spare and I reckon I stand as good a chance as any!
Now the second scenario I envisage, is a no society can influence you type scenario - i.e I'm washed up on a previously uninhabited temperate continent emerging from the pacific or magically, every human and every human created artefact is lifted from earth, leaving me behind (guys.... was it somthing I said....) OK so what would I want left behind with me.
My priority would be to set up a farmstead (read croft or hobbyfarm if you like

) I would want as much metal as I could lay my hands on - metal will be somthing that I could not conceviably expend the energy on to mine, smelt and forge! Admittedly I could use other materials, but metal tools would make life much easier for me. So a knife and an axe would be necessary. My next priority would be to set aside at least an acre preferably 5. On this I would set up a vegetable plot, build a roundhouse grow grain and keep chickens, cows, sheep and pigs using a simple rotation system. I would give myself a 5 year timetable to set this up in the wilderness, or a 1 year if people disapeared on me and pastures were already set aside cleared. I would want a scythe, a sickle and a saw and a mattock too. Finally a lumphammer and a set of chisels. My priority would be finding the right site - a clean spring, a quarry, a source of clay and fertile soils. After this I would need to collect my livestock and plants for cultivation - probably a lifelong task. I think the final thing I would like is my family, to keep me positive, share the work and essentially give me reason to continue!!!