Survivability often depends a great deal on your ability to be resourceful and multi-task. While it is critical to make sure that your basic needs are met (core body temp, water, food, etc.), you must be ready at any given moment to drop whatever you are doing given an opportunity to signal for help or rescue.
Take a quick inventory of everything you have and determine how you can use it to signal for help before you start addressing slightly less urgent tasks. You MUST make sure you maintain your core body temperature first and foremost... but after this find anything you can that is bright colored or will produce a nice reflection. Including such things in your kit deliberately would be best, but in most situations you can improvise things. Scavenged car mirrors, CDs, hubcaps, chrome, aluminum foil, a polished knife blade... whatever you can find that you can use to flash reflected sunlight toward any would be rescuers.
Brightly colored clothing can also be a great signaling device. Twirling a bright orange jacket over your head can catch the attention of rescuers as well.
If you have been able to start a fire to keep warm, boil water and cook food, you can quickly turn that fire into a signal fire by putting evergreen boughs on it. You can have these prepared in advance laying down on the ground somewhere where you can quickly get to them at the first indication that rescue may be near by. This will produce a white smoke that will contrast nicely against dark green trees. If you are in the desert, on a beach, or in snowy conditions, you may actually benefit from a dark smoke signal fire instead for contrast against the lighter sand or snow. You can produce dark smoke with bicycle or even car tires or any other synthetic plastic, rubber, styrofoam, or polyester items.
At night, simply the light from your fire will do the trick. Even better, if you have them on hand, would be flares. Ground flares are great, but aerial flares are even better. But if you don’t have flares on hand, make sure to have an abundance of highly combustible fuel on hand for your fire. Have lots of thin dead branches with dead leaves or needles on them. Another option would be a large collection of pine cones... anything that you know will flare up quickly and produce really huge bright flames. The idea is to attract attention!
Another way to signal help is to find an open area and create a large symbol or even words using objects or foot prints on the ground. Foot prints in the snow can be used to write “SOS” that can be seen from the air. You can use logs or rocks to do the same thing. Just remember... contrasting colors are going to get the most attention. Use light objects on dark surfaces and dark objects on light surfaces.
And last but not least, don’t forget about audible signals. Having a survival whistle on hand is great. Three tweets of your whistle indicates SOS. Having a survival whistle with you at all times is actually a really good idea. They are cheap, small, and there is really very little excuse not to have one with you in your EDC, on your key ring, in your car, or wherever you would be able to access it at any time.