The interesting thing is that the different survival books have different--and, if you use them all, complementary--areas of focus. Most common survival situation is the short-term, 72-hours-or-less, experienced woodsman/fisherman/hunter/hiker gets injured, turning a 2-hour hike into a 3-day potential disaster. For that, focus is on getting found. Food is virtually unnecessary--just keeping body temperature and hydration up until you can signal the helicopters is what you want. For that--especially in Arizona, with its range of desert to alpine permafrost, your book is Cody Lundin's 98.6 Degrees: The Art of Keeping your A__ Alive.
For a generally-applicable-but-more-jungle-focused book that'll teach you how to make rope, build huts, travel and find directions, trap animals, and build camp furniture with wood and a machete, Richard Graves' 10 Bushcraft Books (out of print, but available free online), which is essentially reprinted as Graves' book Bushcraft: A Serious Guide to Survival and Camping (out of print, but used copies are available every week or so via Amazon or other online used booksellers), is great.
Kochanski is great for if you're trying to survive or rough camp in the Canadian woods--lots about hewing Northern forest trees into interesting shelters, etc., with an axe, or cooking moose. In my Arizona desert, it's interesting, but less directly applicable than other books.
Larry Dean Olson (or Olsen--I keep forgetting) is great for primitive living stuff--he'll teach you how to make a flint arrowhead, how to dig up edible tubers in and near Utah, how to make primitive shelters, how to dry and store food, how to make a bow and arrow, how to make rawhide from the deer you just shot. Very long on primitive technology; a little short on Lundin's thing about building a survival kit full of blaze orange stuff you can use to signal. A couple named McPherson or MacPherson have a couple of books out called Naked Into the Wilderness I and II, and these are, like Olson/Olsen, very good on how to turn your deer carcass into a buckskin shirt--primitive living skills stuff.
John "Lofty" Wiseman's SAS Survival Handbook is available in a Collins "Gem" edition at Wal-Mart.com for something like $7-$8 including shipping. It's a little bigger than a pack of cigarettes. For that price and volume, you should get that, too. It's very useful--give it a read before you head out, as the editors managed to leave out bits of illustration and such, so it is actually an incomplete version of the full-sized manual, but its size means you are actually likely to have it in your gear when you need it. I keep one in my car and my wife's minivan. Good general book; he doesn't know his desert plants and animals very well, and comes up with some howling mistakes there, but overall it's good stuff.
The USAF Survival Manual (Field Manual FM 21-76, I think) is kind of designed for the pilot who gets shot down over a Pacific wilderness. It's got some failings, chief being that it's getting kind of dated. I'd get Lundin, Graves, Olsen, and Wiseman first, internalize what they have to say, and then think about FM21-76.
Oh: Lundin now has a very new book out, on surviving disasters in the city. It's called When All Hell Breaks Loose. Lundin is just now on a promotion tour about this book, and, though I've yet to read it, it fills a nice niche on preparing, mentally and supplies-wise, for a Katrina / San Diego fires / urban grid goes down kind of scenario.
What you'll see in all of this is that there are lots of very, very different kinds of survival scenarios, with very, very different demands. FM 21-76's advice on killing game on a Pacific island with the gun from your downed B-29's survival kit will be of little use if you're lying at the bottom of a wooded hill with two broken legs and only your pocket contents because you were on a 1-hour nature hike. The best advice on how to butcher a moose will do you little good on a liferaft in the middle of the Atlantic. So one of your first areas for some lengthy, intelligent meditation will be to ask yourself where you and your family spend most of your time, over what terrain you most often travel, and what you would need if things broke down somewhere along that route or in that place. If you live in Houston, earthquakes may be no problem, but hurricanes will. If you live in Phoenix, a lack-of-water emergency is only a power outage away. It's really good to get into the habit of realistically assessing your likely problems, and then picking literature (and then practicing using it, so you can demonstrate to yourself you can, working out the inevitable bugs along the way) to fit your scenario.
Good luck--and happy reading. (Incidentally, if there are kids in your life, they will likely eat this stuff up! It's a great activity to share with your own kids, or any nephews or nieces or neighbor kids you find nearby. It's a good way to teach them self-reliance, and also to boost your own skills, in that teaching another is the real finishing touch on one's own learning of such skills. If you can get your 5-year-old to build a successful lean-to or cook food without matches, you know you have arrived at a good level of survival ability yourself.)
Have fun!