My biggest fear is a complete shut-down of whatever we call "the grid." So basically, anything that deals with water, food, shelter and energy (in that order). In that case, I try to learn of ways to acquire and purify water and the cultivation of food first. But, for my family and I, we live in a rental house where the lease will be up September 1, so we basically just store up food at this point instead of grow it, and we bottle water while the pipes are still flowing!
Shelter's a bit different. I kinda fear that if its TEOTWAWKI, someone might try to ascertain whatever we have to pay off debts, including our property; therefore, we're trying to reduce our debt. Plus that extra dough would be nice to have to use for other things.
Ideally, I'd live on a 2+ acre homestead in rural-ish setting. I'd have a nice garden, some chickens, and some goats and sheep, a deep enough well ran by solar/wind, and a super energy efficient cordwood home. But that's a pipe dream at this moment in time.
My wife and I have moved quite a bit, and have had very little space for storage of foodstuffs, so we've kinda focused on knowledge and skills: woodcraft, first-aid, water purification, debris huts, etc. It's like we want to know as much as we can about as much as we can in the event that it might become useful so that we could improvise a solution to whatever problem we face.
As a side note, my overall SHTF plan is to hunker down with a deep larder and large armory, if I feel like we're in a defensible position. Having a 4 month old kinda puts a hamper on putting our rucksacks on and traversing the post-apocalyptic world (if it were to happen tomorrow).