I advocate (encourage) everyone to have a small emergency kit in your car. You should have a few essentials in there. The simplest thing is to buy one. But for the frugal, you can roll your own. At least, you need a flashlight, jumper cables, a couple of bottles of water, a can of Fix-A-Flat, work gloves and a crescent wrench. This assumes that your car came with whatever it needs to change a tire.
Here is a poll about what your reaction to a car malfunction would be.