The biggest thing to bear in mind is that the different survival books envision radically different survival situations.
Larry Dean Olsen's
Outdoor Survival Skills, for example, is really excellent if your survival situation involves long-term hunting/gathering-type survival in the Rocky Mountain region in the U.S. That's where Olsen is from, as I understand it, and where he does/did his teaching. His book was one of the most fascinating I read as a kid, and I happily followed his instructions, making bows and arrows and atlatls and stone tools.
However, I finally had to admit that most survival situations aren't really going to require me to make a stone-tipped arrow and bring down a deer. Your typical wilderness survival situation, as I understand it, involves a somewhat-experienced outdoorsman off on what he thinks will be a one-day fishing trip / hunting trip / day-hike / etc. --and then gets injured, lost, stranded by a freak snowstorm, etc. What THIS person needs more than anything else is just to keep from getting hypothermic, hyperthermic, or fatally dehydrated for the 72 hours (or less) that it'll take for search and rescue crews to find him. Thus getting found is another key consideration. For this kind of survival situation, the standout classic is Cody Lundin's
98.6 Degrees: The Art of Keeping your @$$ Alive. Lundin lives and teaches near Prescott, Arizona--and since Arizona has everything from low-elevation sand-dune desert to alpine permafrost (what it's missing are seas and jungles), he's more open than most to radically-divergent possible environmental scenarios. He's big on making a tiny, carry-it-with-you-everywhere pair of survival kits--one goes into a "fanny" pack, a more-minimalist one is based on a Mora knife and goes on a neck cord--and there is much emphasis on brightly-colored things, reflective things, and ways of making fire and noise. No matter what other kind of survival you do, I'd recommend this book, because the situations he addresses in this book are among the most likely to actually kill you (and it would be REALLY EMBARRASSING to the rest of us on BladeForums if one of our number died of dehydration while chipping an obsidian spearhead to kill a moose). For what it's worth, Lundin has also been there and done that in the aboriginal-skills-type survival world, but is realistic enough to know that having and knowing how to use a signal mirror is much likelier to get you home alive than becoming an expert at hurling atlatl darts.
On the subject of Lundin, he also has a new book out on survival during an urban emergency--like, say, Hurricane Katrina or some other event that causes the "grid" to go down for an extended period. Very worthwhile, as, again, this is not an unlikely thing to happen, at least now and then. The book is titled something like
When All Hell Breaks Loose.
Mors Kochanski's focus is the "boreal forests" of North America--so if you envision living off the land in the Canadian forests, he's probably your man. His book
Bushcraft is a classic--though I (as a desert dweller) kind of scratch my head at the pages he devotes to, say, using sap from trees I've never seen to treat burns. He does have LOTS of good information on safe and unsafe knife use and (take this seriously) first aid for knife injuries--also axe use. Where he lives and teaches, it really may make sense to carry a full-sized woodsman's axe. But if you're interested in preparing for being lost in the desert, or at sea, you'd be best looking elsewhere.
Alloway's
Desert Survival looks good to me on a first glance--his focus is the Chihuahuan Desert (which you get in parts of Texas). I'd have to read more deeply to form a more solid opinion.
I love Angier's books, mentioned by others, above.
The "Naked Into the Wilderness" books are more aboriginal-living than survive-your-flat-tire variety, and have great been-there-done-that information on trapping and cooking and skinning wild animals and the like.
The U.S. military survival manuals, including the classic FM 21-76, are focused more on the sort of situation you might get into if you're a crewman on a military plane that gets shot down over some Pacific island. It tries to cover a wide range of climates, but I'm not sure how accurately. Lundin has some really good and harsh criticisms of the solar-still-for-water technique which I think the field manual advocates. (Lundin says he's tried, many times, to get it to work, and has seen people trying to get solar stills to work under all kinds of conditions, and Lundin has come to the conclusion that even under ideal conditions, one will lose more water digging a solar still than one will collect from it.)
John "Lofty" Wiseman's
SAS Survival manual is great, interesting, again covers a wide range of scenarios, but you'll do well to check it against local conditions. For example, he misses some truly key survival applications of Sonoran Desert plants that he actually mentions and has pictures of in his book. (I forget the specifics, unfortunately, but was kind of disturbed at some of the inaccuracies.) That said, I'd recommend the book. One of the best things is that you can get a copy of the Collins Gem edition, which is about the size of a pack of cigarettes, from Wal-Mart.com (though apparently not the brick-and-mortar stores) for something like $8 US. (Edit: here's the link:
http://www.walmart.com/catalog/product.do?product_id=4013230 ; price is $7.31 + $1.97 shipping.) That pocket edition misses some of the things the full-sized version contains (including some accidental omissions--I think I found a diagram missing, though it was referenced in the text), and you may need to glue the cover on more securely, as it tends to come off. However, it's very inexpensive, and, best yet, it's small enough that you realistically might actually have it with you when you need it. Consider carrying one in your outdoor gear, car, or even large survival kit.
One very good general-outdoor-skills book--a real classic--is Richard Harry Graves'
10 Bushcraft Books. This is out of print. A widely-available-though-also-out-of-print paperback that is virtually identical was sold in the U.S. under the title Bushcraft: A Serious Guide to Survival and Camping. Better yet, you can download a copy FREE at this site:
http://tions.net/CA256EA900408BD5/vwWWW/outdoor~03~000
If you don't think you'll have internet access during your survival situation, I imagine this could be downloaded and printed out in advance. Graves seems to have been part of an Australian SAS survival and rescue detachment during WWII, and his environmental focus seems to be Australia / Pacific / Southeast Asia. Lots of basic stuff of general applicability, though, including great stuff on ropemaking, knots, and navigation.
Have fun!