I always thought the most likely incidents would be a blown-out knee/ankle, or a run-in with a critter that I stepped on. So with that in mind I try to always carry extra water, a bandana, a large 60 gal orange trash bag for make-shift shelter, my most minimal tool/signaling kit which I EDC (a Leatherman Micra attached to a Sparklite and an ACR whistle) and a tiny first aid kit which includes bandages and a small amount of duct tape for blisters and some Benedryl and Ibupropen for stings or bites. I do these even when I'm running on greenway trails in town because I see a snake on the path (usually just a rat or corn snake) about once a month in the summer and I'm just waiting until I stick my foot down a prairie dog hole by the Rec Center.
I have a small Camelbak Flashflo (fanny-pack style) and a larger Camelbak Lobo that I take depending on how remote my runs are, and a smaller water-bottle fanny pack is what I use for very short runs in town. With the Lobo I add various things depending on the length and remoteness of the run, which may include AMK thermolite bivy, AMK tenderquick, iodine water purification tablets and clothing that might suit the season (light weight polypropylene top and bottom and balaclava, and maybe a rain shell). Occasionally I add a larger knife to have a better tool, although it's usually a folder. Oh, and I would add the cell phone if I thought I would have a reasonable chance of cell coverage into either kit (which isn't often the case when I'm actually on trails).
I don't really take anything for self-defense, and I've been putting some thought into that lately. Back East I was mostly worried about stepping on a yellow-jacket nest or worst case stepping on a copperhead or rattler in the remote areas of NC, but here in CO I've been pondering about the larger predators. I'm not sure there's anything I could do to defend myself from a mountain lion with what I carry. I've been pondering a way to horizontal carry a small fixed-blade knife around the waist belt of a fanny pack or something like that. The small zip-lock bag FAK I assembled will likely be replaced by something like the AMK Ultralite 0.3 or Pocket Medic that I bought for the kids to keep with their bicycles. The Pocket Medic is a better size (I got this one for the 6 yr old) but I like the nylon bag of the 0.3, and this would let me add a couple of iodine tablets for water purification or (highly concentrated) maybe wound cleaning.
Also, I used to carry a small keychain LED flashlight (also attached to the Leatherman Micra) but I grew tired of feeding it expensive batteries since it turned itself on in my pocket constantly. I'm searching for a replacement, maybe a 1AAA LED light or something like that. The 2AA PolyPro LED that I use camping is good in the Lobo, but way too large in the smaller fanny packs.
I can't wait to hear other responses - this is obviously an evolving thing for me as I find better solutions. Re-reading the preview of this post it sounds like an AMK advertisement - I am unaffiliated with them in any way; I just like their stuff (so far).