I'd say that the best calibers for survival are the ones that get the job done, that you can afford to shoot the most often. (So as to become as familiar and as accurate as possible.)
for me that's 9mm, .223, 12g, and .22
Gun choice doesn't really matter, IMO. There's great examples in each caliber from $200 to $2000.00
Keep in mind, a .38 caliber smith and wesson M&P revolver used by an experienced man or woman, though, will do anything those other calibers will do in a pinch. ( A la, "the road")
-defend against baddies
-kill a deer
-kill a pheasant
-look menacing enough to stop a fight before it starts
-put a suffering animal down
-keep going bang until it's out of ammo
-be completely inconspicuous in a coat pocket
-not be so heavy that you have to leave it on the side of the road on a long 40 mile hike
-etc.