There are a few basics to remember when it comes to finding your way out of the wilderness like finding a stream and following it downhill. This will keep you near a water source and take you out of the worst weather toward civilization. However if the weather is bad and there are no streams to follow you’ll need another method of navigation: the compass.
Cigarettes will also be hugely useful for starting fires and saving coals (as any fan of post-apocalyptic literature knows, this is of great importance). The filters can be used to clean water, although you'll need the patience of Stephen Baldwin to pull it off. If you do manage to live for longer than a few weeks without plumbing and Internet, you'll be able to protect your budding prepper garden by soaking cigarette butts in water and spraying the resulting chemical-laden tobacco juice on your produce. This is a technique already in use by people too impatient to wait for the apocalypse, though it is ironic and entertaining that they consider using cigarette-butt sludge a "natural" way to ward off pests.
To me, the best option is to store emergency food. How much? If you have none, store enough for a few days. If you have enough for a few days, get enough for a week. How much you store depends on what time frame you think you're at risk for having to be completely independent. The early settlers of the southwest liked to store enough food for a whole year and still do to this day!