steel, flint, and tinder you brought with you

Elmer Fudd's method is good. A 9 volt battery and steel wool works quickly too.

Flame thrower...

Seriously, flint and steel, or a flint and magnesium bar.

I think sheeb has the best answer to the question, thats funny as hell.

Road flare

Flint and some dry tinder. Don't forget the steel.

Well, assuming that you don't have flint and steel like many people suggest( why would you carry flint and steel when a lighter does the job better?), a friction fire is a real solution if you don't have other options. Importantly though, it one that you need to practice up on beforehand. Know what kinds of woods work well- sage, cottonwood,bass wood, etc. Learn how to make a bow drill set. Learn how to bust a coal and blow up a nest. I do it off and on while hunting, fishing or hiking just see if I can. If all you have is a knife, and shoe laces, this is a real option. Also, the energy you put into starting the fire definitely warms you up.

A good thing to carry for tinder is dryer lint. It's light, compressable, can be easily kept waterproof, burns like crazy, and it's free.

get a good sparking rod!! flint and steel will work, but often you dont get as many sparks, i suggest bear gryll's firestarter from gerber, it has both a ferrocium rod and a striker, as well as a small compartment with tinder (cotton), a whistle, and signalling instructions on the outside. It works FANTASTICALLY well!!