My main (and pretty much only) concern is the complete collapse of the world fiat currencies. This isn't so much an "if" as it is a "when". When the welfare mob doesn't get its checks or food stamps on time, or when the currencies are so debased that dollars, pounds, francs, lira, and euros will no longer be accepted in trade for food or liquor, the "entitlement mentality" will shift into high gear and the members of the "you owe me" crowd will figure it's right and proper to take anything from anyone, anyway they can, using any means necessary, collateral damages be damned.
This is my main concern. My secondary concern is running out of ammunition while I'm stopping the "you-owe-me" gang at my front gate.
Economic collapse is my primary concern, as it unleashes a whole pandora's box of problems.
My biggest lacking areas are defense and comms. I have no idea where to start with radios, but I am getting close to getting my SGC sorted out.
My other big concern is staying healthy. Preventing disease and maintaining a good standard of hygiene.
Security has to be my main worry. Roaming gangs who eventually work out that flat screen TVs and new trainers won't fill their bellies. Be it natural disaster, economic Armageddon, or the plague, I don't think one is more likely than any other. The result will be the same. The ability to lock the front door for a month or three and keep them out is where I'll start but who knows where I'll finish? Now about that SGC!
My biggest concern is getting my family to my place. Once here, we'll be OK, but they are a long way away and travel will be difficult. I have to assume I will have to go out and meet them somewhere along the way, either because they have run out of fuel ( easy to fix ) or because ( more likely ) they have become jammed in a load of other traffic that has run out of fuel. Extracting them from a crowd of angry refugees will not be easy and will need good comms and tactics.