My Red Cross training shows here - I carry a little kit sold in the camping supply section (sticky bandages, blister stuff, antiseptic), plus a clean cotton bandanna and a couple of maxi-pads. Bandanna can be used as a sling, or soaked in water to cool someone off who's heat-sick, and the pads make the best pressure bandages out there. It's all very well to call 911, but you can't leave someone bleeding from the femoral artery until the pros get there!
I strongly encourage everyone to do a first-aid and CPR course. You never know who you might help one day.