There are locations with metal detectors. At these locations the intent is to prohibit un-authorized weapons on property and they will achieve that intent as best as possible. Courthouses, Govt buildings, Many concert halls and museums. I wouldn't advise brazening it out with a swisstool or leatherman on your belt or anything more threatening. I think that in many of these locations it would be difficult to get by with even a SAK mini-classic (with or without corkscrew)

There are occasions where fashion is considered more important than function - avoid these if you wish to be accepted and prepared. Formal dances, Fine dining, "Evening parties", Cocktail parties, Business Interviews, Power lunches. In all of these occasions it is difficult for a man to carry much and almost impossible for a woman. Even the venerable handbag is downsized to the purse and then the clutch then nothing. I am a man and can find ways to stuff a considerable amount in pleat-front slacks and liner pockets in my jacket and vest.

In other occasions you may decide for yourself how much notice you wish to draw from your peers. When I started wearing a vest with a AA maglite, spring-loaded center punch, match safe, whistle, pen & pencil set visible on the left breast pocket I certainly got a bit more attention from my peers. OTOH, I don't tend to kid around much with folks so they were intimidated enough to not bother me about it. Not a good way to get through an interview tho.