Smoke Signals Don't Always Work
An important component of any survival kit is to have the means to signal for help. If you're lost in the woods, yelling at the top of your lungs will do nothing more than exhaust you and give you a sore throat. The human voice just doesn't travel as far as you may think, especially in dense forest growth.
There are a few different things to carry in your kit for signaling purposes. The first is a good quality whistle. The Rescue Howler Whistle is lightweight and is a pea-less design. Whistles that do have that little ball inside aren't recommended as in cold climates your breath will condense and freeze the pea to the inside of the whistle. Another option for a whistle is the Survival Whistle. This is the one my own children carry with them. It has space inside where you could store matches, tinder, or even just a few hard candies like I do. The universal signal is three short bursts, though you could also do S.O.S. which is three short, three long, three short.
A signal mirror will help you signal for help at a longer distance. The hole in the middle is for aiming purposes. Hold the mirror in such a way that you can see the passing plane, boat, or search party through it, then waggle the mirror a bit to reflect sunlight in that direction.
The third signaling option is for night time. Take a chem light and activate it. Tie it to a length of cordage about three feet long. Then spin the light in a circle in front of you, the faster the better. This creates a circle of light three feet in diameter and can be seen for miles. This is a powerful signaling tool but again, it is for after dark only. It isn't going to do you much good at all when the sun is shining.
You could also try using a flashlight for signaling. Point it in the direction of help and click it on and off three times, repeating the pattern at regular intervals. LED lights in particular are very powerful and can be seen at quite a distance. But the drawback is batteries won't last forever. However, you can beat that problem by using a WakaWaka Solar Light. Powered by the sun's rays, a full charge will last many hours. A bonus is the built in S.O.S. flash. You can put the light on this setting and just let it go all night long without any problems.
Of course, you could still try smoke signals. But really, that only works well on deserted islands. Best to plan ahead though and make sure you have plenty of fire starting gear!