Reddit mentions of Fox FO09533-BRK Micro Pealess Safety Whistle, One Size

The core material EDC, to me would be knife, light and cellphone. But cool keychain gidgets are really nice too.

So I'd say if you have a knife, a good flashlight would be next, then a backup knife and light (one is none, two is one). I like a multi-tool or SAK for my backup knife, and a keychain light for my backup torch.

(In case you're curious, after that I start considering footwear, gloves, hats and other clothing.)

(Sorry, I'm feeling a bit lazy, so you'll have to live with bare links.)

This one is pretty popular for keychain use: www.amazon.com/iTP-A3-EOS-Flashlight--Upgrade/dp/B006K5C2EG/

Fenix has single AA and 123 powered lights that are well regarded and compact:
AA: http://www.amazon.com/Fenix-E11-Compact-Lumen-Flashlight/dp/B005GW8UC2
CR123: www.amazon.com/Fenix-Compact-140-Lumen-Flashlight/dp/B005CWRB44

There are a lot of other brands worthy of consideration too, of course (Fourseven's mini, Jetbeam, Klarus, Zebra, just to name a few).

There are also a lot of much larger but more capable flashlights out there.

Keychain stuff is always nice:
I use these sliver grippers way more than I thought I would. The convenience of always having them around is unparalleled: http://www.amazon.com/UNCLE-BILLS-SLIVER-GRIPPER-TWEEZER/dp/B001KMSUA4
I've been thinking of getting this, I'm a little leery about that much stuff for so little cost though: www.amazon.com/gp/product/B003A5E5IK
I love this style of keyring, but it's way cheaper on eBay: http://www.amazon.com/Vigilant-Gear-Aircraft-Cable-Ring/dp/B006ZSP1PA
Little one-piece keychain tools have become really popular, and I really like having a little prying and screwing tool always present.
The Gerber Shard is cheap but probably at least worth what you pay for it: http://www.amazon.com/Gerber-22-01769-Shard-Keychain-Tool/dp/B002ZK45IQ
This one has a bit more functionality, and is made of the magically delicious titanium: http://www.amazon.com/Schrade-Chain-Tool-Seatbelt-Cutter/dp/B004PQJ1QO

Keychain multi-tools can be good.
Here's one from Gerber: http://www.amazon.com/gp/product/B006M9NIDO
Supposedly the build quality isn't as good as Leatherman's though: http://www.amazon.com/Leatherman-64010101K-Micra-Multi-tool/dp/B000JCN0FG

I'd also recommend looking for a glow in the dark lanyard.

A pen you can EDC is another "you're surprised how often you use it" item. I have an Inka and it's definitely alright, though a bit fiddly: http://www.amazon.com/Nite-Ize-Inc-Inka-Pen/dp/B001E6R6EM/
The biggest competitor is the classic Fisher Bullet Space Pen: http://www.amazon.com/Fisher-Space-Pen-Bullet-400B/dp/B000WGD13U

Something to write on is nice. I'm a real child of the digital age, but I still like having an analog recording medium on me. I prefer Pentalic's pocket size books to Moleskine's. They're a little thicker, but they have a flexible cover, and are usually cheaper. Here's one: http://www.amazon.com/Pentalic-Travelers-Sketch-3-Inch-4-Inch/dp/B0025TZ35Q but I don't know if it's ruled or grid or what. I also prefer a bright color cover to make it easy to spot.

Continuing on the writing stuff matter, a sharpie and/or a metallic (ink) sharpie are nice to have. You can get sharpies with stainless steel cases too, which feel nicer to hold, and you're a little less likely to forget somewhere.
Black (dozen): http://www.amazon.com/dp/B00006IFEP
Stainless Steel: http://www.amazon.com/Sharpie-Stainless-Permanent-Marker-1747388/dp/B001V9LQLG
Metallic: http://www.amazon.com/Sanford-39108PP-Metallic-Sharpie-Permanent/dp/B00119QWCO

I think everybody should carry some sort of bandanna. I carry an off-brand buff (tubular bandanna) and an olive drab shemagh.

I like to carry a small baggie of what I call MacGuyver goods. Paracord (bound up in a hanayawa right now), some gorilla tape and electrical tape wrapped around a card, super glue, a sewing kit, zip ties, twist ties, rubber bands, safety pins, binder clips, and a few 1 quart ziplock freezer bags. (Like hell I'm finding links for all of those.)

Yet another "surprising how useful it turns out to be" item is a small mirror: http://www.amazon.com/Coghlans-Featherweight-Mirror/dp/B0047QV44O/

Whistles are useful for warning people of fire or danger, or calling for help, so I like to carry one: http://www.amazon.com/Fox-40-Whistle-Breakaway-Lanyard/dp/B00544UJC6

A monocular is fun to have on your person. This particular model is really great because of its super low minimum focusing distance, which lets you use it as a sort of loupe. In regular mode it's good for looking for house numbers or your car in a parking lot, that sort of thing: http://www.amazon.com/Brunton-Echo-7x18-Pocket-Scope/dp/B000FKMTBS

I think that's all I could come up with off the top of my head.