Insects, grubs, slugs, snails, worms
Hang on Eazy (if that is, indeed your real name)! I hear you yelp. What about the roast loin of gazelle all the books promised? I hate to break it to you, but invertebrates are a lot easier to catch than gazelles. Invertebrates are your most reliable source of nutrition (fat, protein, carbohydrates) in a survival situation. There are also fewer Don'ts, associated with eating them than with plants. Ignore all the squeamishness and the anticipation-building Bear Grylls style 'watch me eat this, isn't it gross?' - just eat the bloody things!
My apologies for the lack of pretty pictures here - I'll add them as I get them.
Insects, grubs, slugs, snails, and worms are so easy and energy-efficient to find it's not funny. Any moist, dark nooks and crannys will harbour them. Look at the insertion of leaves into branches, under leaves, under the bark - look especially for borer holes. Rotten branches on the forest floor are easily split open to yield insects and grubs and indeed lizards (below). Beware of snakes! They like these habitats too. If you are lost near a fresh water source, things are looking pretty sweet! The larvae of lots of insects such as dragonflys can be found by judicious digging on the banks and in the mud. Additionally, if you fashion a strainer from a shirt, you can walk along the stream kicking up the bottom and netting the larvae that float up.
Ant and termite mounds are obvious places. Termites in particular are very good. Ants contain formic acid (hence their smell), but this is not too much of a problem. They just taste a bit vinegary. As an aside, there is no coincidence they are in the family Formicidae. Beware however of biting ants, especially in Africa. The ones with big jaws can have a sizable venom. On the flip side, tropical honey ants are, as their name implies, full of sugar. The easiest way to prepare them is to scrape them into a container, and grind them up to add with whatever you're preparing. They aren't worth filleting individually!
Locusts, grasshoppers, and cicadas are all good to eat. Your can afford to scrape off the wings and legs, unless you like the crunchy bits. Similarly remove the wing covers and wings from large beetles. They are not harmful - they just get caught in your teeth.
Most grubs you find will be beetle or moth larvae - harmless and yummy. They usually have strong jaws with which they chew on wood - don't get bitten. They can be eaten raw after you twist off the head, or quickly fried or boiled. For those of you who are curious, yes a lot of species (eg. Australian witchetty grub) do indeed taste a bit like peanut butter. Caterpillars (moth and butterfly larvae) are also good, but there are a few cautions. Avoid brightly colored and/or hairy caterpillars. It is a general rule that brightly colored animals should be avoided. Monarch butterfly caterpillars, for example are toxic. Avoid insects feeding on smelly, toxic smelling plants. Nasty insect larvae are usually that way because of their diet. Anything with bristles is generally bad. For example the larvae of Processionary Moths have hairs that once under your skin, stay there!
Slugs and snails are generally safe. However, their diet can introduce some nasty chemicals into their flesh and slime. Banana slugs, for example, can be mildly hallucinogenic due to their diet which may consist of fungi with strange properties. Thank you Quentin Tarantino. In this case, use the don't eat colorful stuff rule. Slugs and snails are also notorious for harboring flatworms and roundworms that, amongst other things, can cause meningitis, liver flukes - a whole pile of stuff. Cooking will kill the parasites. In marine environments, so called 'sea slugs' are pretty and colorful, with frilly bits (the gills) on their head (hence the name nudibranchs). Avoid these based on the 'colorful things are bad' rule. They incorporate toxins from their prey, so are not very good to eat. They probably won't kill you, but you'll be pretty sick, if you can actually swallow them without throwing up.
If you are lucky enough to find yourself stranded on the coast, you have it made. On the flip side, you probably won't be lost for long with a nice 2-dimensional navigation feature to orient to. It is very hard to starve on the seaside (and for that matter, on a lake or river side). Digging in soft sediments will yield all sorts of shellfish - bivalves, univalves. Combing rocky reefs for anything with a shell - even barnacles - will give you material to shove in a stew. There are lots of yummy things in mangrove swamps. I can think of only one notable exception to the 'everything with a hard shell on the shore is edible' rule. Coconut crabs are reputed to be quite nasty to eat. I haven't tried them personally, but in all the tropical Indo-Pacific places I've been the locals don't seem to eat them, so there's probably something to it. When researching this, however, other folks have reported coconut crab as a delicacy in some places but this edibility depends on the terrestrial plants the crabs have eaten. As with all invertebrates, if they eat nasty things they tend to accumulate the nasty stuff.
Sea urchins and sea cucumbers (holothurians) are edible (yes, I know they're echinoderms, and different from the previous ones). Sea urchin roe lies along the inside of the shell in yellowish strips. It is a delicacy in many cultures. I'm not a fan personally. Holothurians can be gutted and thrown in a stew. They will shoot out some tendrils when you handle them - don't worry about it they aren't overly toxic. They are just freaked out. Commercially dried sea cucumbers go by the french translation beche-de-mer.
With the exception of the don't eat anything really colorful, bristly, or smelly rule invertebrates are pretty safe to eat. However, they do have a few other defensive tricks up their sleeves to be aware of. Some predatory shellfish, notably cone shells, are venomous to humans. While variable, they are reasonably distinctive as a group. They can cause damage to humans - anything that can hunt and paralyse a fish can't be that good, so avoid handling them. In tropical and warm temperate areas in the west Pacific, be very wary of sticking your hand in rock crevices, and don't handle small octopus. Blue-ring octopus have a neurotoxin, and it can be fatal. Despite its name, it doesn't always display blue rings. General rule - don't handle small octopus. As an aside, larger octopus can bite and they do contain toxins as well, but they generally don't envenomate. You can grab them inside the mantle and turn them inside out to kill them. They taste good, albeit tough. The toughness can be reduced by pounding the flesh with rocks to break the muscle fibres.