That, as Han Solo said, is the real trick, because what you do is any number of things, dependent upon any number of other things. And try as you might, you can't plan for every contingency and know what to do in every single situation, because you are not the goddamn Batman.
Instead, to be particularly zen about it, you need to know what you don't know, by which I mean "Know the categories in which you are deficient." Once you do that, you can assemble the knowledge you will need but do not possess. (Being able to access this information during the apocalypse is in itself a difficult task that is sadly outside the purview of this particular article. I leave it as an exercise for the apt pupil.)
I personally swear by two books: the Pocket Ref and the SAS Survival Handbook.

This is the book that carries the Adam Savage Seal of Approval: "It's got everything in it... It should be in everyone's toolbox." I don't know when or where or even if I would need a tenth of this, but since math has never been my strong suit it's good to know this tiny tome is here to cover my back.Temperature Conversions °F-°C
Sound Intensities
Human Body Composition
Body Weight vs. Height
Physical Growth % - Boys
Physical Growth %$- Girls
Acceleration Due to Gravity
Beaufort Wind Strength Scale
Wind Chill Factors
Heat - Humidity Factors
Firewood/Fuel Heat Comparisons
Frequency Spectrum
Sun and Planetary Data
You can order the Pocket Ref for $13 direct from the publisher.

This book, on the other hand, is huge. It's about 8x5" and one inch thick, with pages that feel more like very thin vinyl than paper. It's also rather heavy -- I don't have a scale small enough to measure it, but I know I could beat a small rodent to death with it.
EDIT: The shipping weight of this mighty tome is 1.8 pounds. Yikes.
Like the Pocket Ref, it is also dense with information, and reminds me of nothing less than a Boy Scout/Girl Scout camping manual, but with all of the propaganda taken out and replaced with even more information. If you're a fan of Bear Grylls, you'll love this book. I bought mine on Amazon.
Both of these books live in my Z Kit, inside a small dry bag. I actually have three of those: the small one is around a critical piece of electronics, the larger one contains 3 days supply of socks and underwear, and the largest holds these books, a radio, and some batteries. I don't have a brand name to recommend to you, but I do know, based from the experience of not having one, that a bag with a self-purging seal is well worth the money.
These are the two books I would take with me if I had to live on a deserted island, or stranded in the past. However, I welcome any recommendations of other books my readers feel are both useful and information-dense.