In reply to veteye:
There are lots of things out there that broadcast a distress signal (watches, transponders etc) called PLBs. These are strictly limited use however if there are no local search and rescue organisations willing and able to respond.
If you're going somewhere "off grid" without local S&R support then you need more than just a beacon; you need your own personal A-Team to respond to it. I recall an article about a few years ago about a firm offering a watch for US$ 1,000,000 that came with a "former special forces" response team prepared to travel world wide and rescue you "subject to local laws" etc. I can't find the article with a quick google mind you...
As well as a PLB you can these days get a satellite phone in a mobile handset form with world wide coverage from Iriduim for under a grand -
https://www.iridium.com/products/details/iridiumextreme - which also has some form of "emergency" button.