For those of you that are fans of the TV show MythBusters, you probably saw the one where they tested several tools for escaping from a submerged or burning car. I bought the one called ResQMe for every member of my family. While you can attach it to your key chain, I feel it is better to attach it to your sun visor where it might be easier to reach in case of an emergency.
You can buy it online at several different stores for around $10 plus shipping. It is very small and 100% effective for breaking car windows (except the front windshield which is laminated) and cutting seat belts. The only thing I have to gain from recommending this device is the satisfaction of knowing this article might help to save someone's life.